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基本説明
Presenting state-of-the-art developments in theory and practice, the work is dedicated to Dilip B. Madan on the occasion of his 60th birthday.
Full Description
Includes a collection of chapters by some of the most distinguished researchers and practitioners in the field of mathematical finance and financial engineering. Presenting the developments in theory and practice, this book offers applications to fixed income models, credit risk models, CDO pricing, tax rebates, tax arbitrage, and tax equilibrium.
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