Frontiers in Quantitative Finance: Volatility and Credit...

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Frontiers in Quantitative Finance:...

Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling

Name: Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling
ISBN: 9780470407165

Rama Cont

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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.

Catégories:

Business & Economics

Année:

2008

Edition:

New

Editeur::

Wiley

Langue:

english

Pages:

320