Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling - Wiley Finance Series (Hardback)Rama Cont (editor)
Hardback 300 Pages / Published: 01/11/2008
- Not available
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
Number of pages: 300
Weight: 520 g
Dimensions: 233 x 163 x 27 mm
You may also be interested in...
Please sign in to write a review
Thank you for your reservation
Your order is now being processed and we have sent a confirmation email to you at
When will my order be ready to collect?
Call us on or send us an email at
Unfortunately there has been a problem with your order
Please try again or alternatively you can contact your chosen shop on or send us an email at