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Item Details
Title: FRONTIERS IN QUANTITATIVE FINANCE
VOLATILITY AND CREDIT RISK MODELING
By: Rama Cont (Editor)
Format: Hardback

List price: £50.00


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ISBN 10: 047029292X
ISBN 13: 9780470292921
Publisher: JOHN WILEY AND SONS LTD
Pub. date: 25 November, 2008
Series: Wiley Finance Series
Pages: 300
Description: The Petit D'euner de la Finance-which author Rama Cont has been co-organizing in Paris since 1998-is a well-known quantitative finance seminar that has progressively become a platform for the exchange of ideas between the academic and practitioner communities in quantitative finance.
Synopsis: The Petit D'euner de la Finance-which author Rama Cont has been co-organizing in Paris since 1998-is a well-known quantitative finance seminar that has progressively become a platform for the exchange of ideas between the academic and practitioner communities in quantitative finance. Frontiers in Quantitative Finance is a selection of recent presentations in the Petit D'euner de la Finance. In this book, leading quants and academic researchers cover the most important emerging issues in quantitative finance and focus on portfolio credit risk and volatility modeling.
Illustrations: Illustrations
Publication: UK
Imprint: John Wiley & Sons Ltd
Returns: Returnable
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