Title: Arbitrage, Credit and Informational Risks Peking University Series in Mathematics: Volume 5
Publisher: World Scientific Pub Co Inc
Publication Date: 2014
Language: English
ISBN 10: 981460206X
ISBN 13: 9789814602068
Binding: Hardcover
Condition: New

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Synopsis

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.

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