• Sign In
  • Help
  • My Basket0
Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling - Wiley Finance Series (Hardback)
  • Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling - Wiley Finance Series (Hardback)
zoom

Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling - Wiley Finance Series (Hardback)

(editor)
£50.00
Hardback 300 Pages / Published: 01/11/2008
  • Not available

This product is currently unavailable.

  • This item has been added to your basket

Check Marketplace availability

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.

Publisher: John Wiley and Sons Ltd
ISBN: 9780470292921
Number of pages: 300
Weight: 520 g
Dimensions: 233 x 163 x 27 mm

You may also be interested in...

The House of Rothschild
Added to basket
Treasure Islands
Added to basket
Stress Test
Added to basket
£9.99
Paperback
The Money Machine
Added to basket
£10.99
Paperback
Buffett
Added to basket
£12.99
Paperback
Property Tycoon
Added to basket
£12.99
Paperback
The Alchemy of Finance
Added to basket
Liar's Poker
Added to basket
£9.99
Paperback
The Wolf of Wall Street
Added to basket
Business Adventures
Added to basket
£10.99
Paperback
The Big Short
Added to basket
£9.99   £7.99
Paperback
Accounting & Finance in 4 Weeks
Added to basket
The House of Rothschild
Added to basket
The Poor Had No Lawyers
Added to basket
The Science of Getting Rich
Added to basket

Reviews

Please sign in to write a review

Your review has been submitted successfully.