Arbitrage, Credit And Informational Risks

This volume focuses on important financial subjects that has attracted more and more academic and practical attention since the international financial crisis. The collection of research papers includes a self-contained introduction and covers recent research developments on credit and asymmetric information risks. Readers will find the volume treats both the classical and fundamental problem in finance concerning the opportunity of arbitrage in the setting of credit risks.

Dettagli sul prodotto

• Autori: Monique Jeanblanc & Caroline Hillairet
• Con la collaborazione di: Caroline Hillairet (Editore), Hillairet Caroline (Editore), Monique Jeanblanc (Editore), Jeanblanc Monique (Editore), Ying Jiao (Editore), Jiao Ying (Editore)
• Editore: Ingram Publishers Services
• Lingue: Inglese
• Formato: Copertina rigida
• Pubblicazione: 07.05.2014
• EAN: 9789814602068
• ISBN: 978-981-46020-6-8
• Serie: Peking University Series in Ma; Peking University Series in Mathematics
• Categorie: Scienze naturali, medicina, informatica, tecnica > Matematica > Teoria delle probabilità, stocastica, statistica matematica; Scienze sociali, diritto, economia > Economia > Economia aziendale; MATHEMATICS / Applied, BUSINESS & ECONOMICS / Finance / Financial Risk Management, Probability & statistics, Probability and statistics, Arbitrage, Credit Risk, Information Asymmetry Risks