Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling (Wiley Finance Editions)

Cont, Rama

ISBN 10: 047029292X / ISBN 13: 9780470292921

Published by John Wiley & Sons, 2008

About this Item

Ältere Ausgabe. Leicht beschädigt.

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Bibliographic Details

• Title: Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling (Wiley Finance Editions)
• Publisher: John Wiley & Sons
• Publication Date: 2008
• Language: English
• ISBN 10: 047029292X
• ISBN 13: 9780470292921
• Binding: Hardcover
• Condition: Good

About this title

Synopsis

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.

About the Author

Rama Cont is Associate Professor at Columbia University and Director of the Columbia Center for Financial Engineering. He is also a founding partner of Finance Concepts, a firm offering training and consulting services in quantitative finance and risk management.