Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling - Couverture rigide

 
9780470292921: Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling
Couverture rigide
ISBN 10 : 047029292X ISBN 13 : 9780470292921
Editeur : John Wiley & Sons Ltd, 2008

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
John Wiley & Sons Ltd
Date d'édition
2008
Langue
anglais
ISBN 10 
047029292X
ISBN 13 
9780470292921
Reliure
Relié
Nombre de pages
300
Éditeur
Cont Rama
Coordonnées du fabricant
non disponible
Personne responsable
non disponible