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

 
9780470292921: Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling (Wiley Finance Series)

Inhaltsangabe

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.

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Über die Autorin bzw. den Autor

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.

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