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  E-mail Message: I thought you might be interested in this item at http://www.worldcat.org/oclc/230181884 Title: Frontiers in quantitative finance : volatility and credit risk modeling Author: Rama Cont Publisher: Hoboken, N.J. : John Wiley & Sons, ©2009. ISBN/ISSN: 047029292X 9780470292921 OCLC:230181884

  
  

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Frontiers in quantitative finance : volatility and credit risk modeling

Author:	Rama Cont
Publisher:	Hoboken, N.J. : John Wiley & Sons, ©2009.
Series:	Wiley finance series.
Edition/Format:	Print book : EnglishView all editions and formats
Summary:	The Petit Déjeuner de la Finance - which 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. This seminar has included a prestigious list of international speakers who are considered major contributors to recent developments in quantitative finance. Frontiers in Quantitative Finance is a selection of recent presentations in the Petit Déjeuner de la Finance. Leading quants and academic researchers cover the most important emerging issues in quantitative finance and focus on portfolio credit risk and volatility modeling.  Read more...
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Subjects	Finance -- Mathematical models. Derivative securities -- Mathematical models. Kreditrisiko. View all subjects
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