Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling

Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling

Editor(s): Rama Cont

Published Online: 3 JAN 2012 02:56PM EST

Print ISBN: 9780470292921

Online ISBN: 9781118266915

DOI: 10.1002/9781118266915

About this Book

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.

Table of contents

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  1. Part I: Option Pricing and Volatility Modeling

  2. Part II: Credit Risk

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