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FRONTIERS IN QUANTITATIVE FINANCE: VOLATILITY AND CREDIT RISK MODELING

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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.

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Availability

10009467

332.0151 CON f

RLC MM (Rak Buku Umum)

Available

Detail Information

Series Title

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Statement of Responsibility

Rama Cont

Call Number

332.0151 CON f

Publisher

New Jersey : John Wiley & Sons., 2009

Collation

xvii, 299 p. : ill. ; 24 cm.

Language

English

ISBN/ISSN

978-0-470-29292-1

Classification

332.0151

Content Type

-

Edition

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Subject(s)

Buku Umum
Mathematical Model
Finance Mathematical Models
Derivative Securities

Specific Detail Info

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