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    3. Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling

    Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling

    Posted By: tot167
    Date: 16 Jan 2009 05:00:00
    Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling

    Rama Cont, “Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling”
    Wiley | 2008-11-10 | ISBN: 047029292X | 300 pages | PDF | 2,1 MB

    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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