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Stochastic Calculus for Finance
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PDE and Martingale Methods in Option Pricing
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Interest rate models : theory and practice : with smile, inflation, and...
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Financial Mathematics, Derivatives and Structured Products
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Stochastic Analysis, Stochastic Systems, And Applications To Finance
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Seminar on Stochastic Analysis, Random Fields and Applications III
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Arbitrage, Credit And Informational Risks

Bok av Jiao Ying Jiao
This book contains a collection of research papers in mathematical finance covering recent advances in arbitrage, credit and asymmetric information risks. These subjects have attracted academic and practical attention, in particular after the international financial crisis. The volume is split into three parts which treat each of these topics.