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Cont, Rama

Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling

Cont, Rama - Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling, ebook

74,40€

Ebook, ePUB with Adobe DRM
ISBN: 9780470456804
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Printing90 pages with an additional page accrued every 9 hours, capped at 90 pages
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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.

Author(s)
Publisher
John Wiley and Sons, Inc.
Publication year
2009
Language
en
Edition
1
Series
Wiley Finance
Page amount
288 pages
Category
Economy
Format
Ebook
eISBN (ePUB)
9780470456804
Printed ISBN
9780470292921

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