Frontiers in quantitative finance : volatility and credit risk modeling /

Frontiers in quantitative finance : volatility and credit risk modeling /

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Bibliographic Details
Imprint:	Hoboken, N.J. : John Wiley & Sons, c2009.
Description:	xvii, 299 p. : ill. ; 24 cm.
Language:	English
Series:	Wiley finance series
Subject:	Finance -- Mathematical models. Derivative securities -- Mathematical models. Derivative securities -- Mathematical models. Finance -- Mathematical models.
Format:	Print Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/7472923

Hidden Bibliographic Details
Other authors / contributors:	Cont, Rama.
ISBN:	9780470292921 (cloth) 047029292X (cloth)
Notes:	Includes bibliographical references and index.

Description
Summary:	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.
Physical Description:	xvii, 299 p. : ill. ; 24 cm.
Bibliography:	Includes bibliographical references and index.
ISBN:	9780470292921 047029292X