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Frontiers in Quantitative Finance : Volatility and Credit Risk Modeling
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Frontiers in Quantitative Finance : Volatility and Credit Risk Modeling - used book

2008, ISBN: 9780470292921

"Frontiers in Quantitative Finance" "This is a collection of papers dealing with a number of advanced issues in quantitative finance, selected among the Petit Dejeuner de la Finance talk… More...

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Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling. - Cont, Rama
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Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling. - hardcover

2009, ISBN: 047029292X

[EAN: 9780470292921], Gebraucht, sehr guter Zustand, [SC: 2.7], [PU: John Wiley & Sons], 299 Seiten; Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothe… More...

NOT NEW BOOK. Shipping costs: EUR 2.70 Petra Gros, Koblenz, Germany [1048006] [Rating: 5 (von 5)]
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Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling. - Cont, Rama
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Cont, Rama:
Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling. - hardcover

2009

ISBN: 047029292X

gebundene Ausgabe 299 Seiten; Gebundene Ausgabe Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rück… More...

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Cont, Rama:
Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling. - hardcover

2009, ISBN: 9780470292921

299 Seiten; gebundene Ausgabe Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts… More...

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Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling. - Cont, Rama
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Cont, Rama:
Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling. - hardcover

2009, ISBN: 047029292X

gebundene Ausgabe 299 Seiten; Gebundene Ausgabe Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rück… More...

Shipping costs:Versandkostenfrei innerhalb der BRD. (EUR 0.00) Petra Gros Versandantiquariat, 56070 Koblenz
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Frontiers in Quantitative Finance
Author:
Title:
ISBN:

047029292X


Frontiers in Quantitative Finance "This is a collection of papers dealing with a number of advanced issues in quantitative finance, selected among the Petit Déjeuner de la Finance talks organized by Rama Cont in Paris. It is an interesting volume for mathematical finance enthusiasts and completists." --Damiano Brigo, Managing Director, Fitch Solutions and Visiting Professor, Mathematics, Imperial College "Frontiers in Quantitative Finance is a collection of financial engineering research gems. Through the Petit Déjeuner de la Finance, Rama Cont has gathered authors from established and emerging leaders in the field. Their work is on the leading edge of mathematical creativity, especially with respect to credit risk modeling. I highly recommend the book!" --Darrell Duffie, Dean Witter Distinguished Professor in Finance, Graduate School of Business, Stanford University "This book by great contributors from markets and academia exposes cutting- edge research with great clarity." --Bruno Dupire, recipient Risk Magazine's2008 Lifetime Achievement Award "The Petit Déjeuner de la Finance, organized by Rama Cont, has been a successful example of interaction between academics and practitioners, and an extraordinary opportunity to share and spread knowledge on the latest advances in derivatives pricing. This book is the result of a careful selection of the most innovative presentations on volatility and credit derivatives modeling." --Fabio Mercurio, Senior Quant Researcher, Bloomberg LP "Rama Cont's Frontiers in Quantitative Finance is an interesting collection of papers over a broad range of subjects. There is something for everyone in it." --Vladimir V. Piterbarg, Managing Director, Global Head of Quantitative Analytics, Barclays Capital

Details of the book - Frontiers in Quantitative Finance


EAN (ISBN-13): 9780470292921
ISBN (ISBN-10): 047029292X
Hardcover
Publishing year: 2008
Publisher: Wiley John + Sons
300 Pages
Weight: 0,508 kg
Language: eng/Englisch

Book in our database since 2007-04-02T03:35:42-04:00 (New York)
Detail page last modified on 2023-10-14T08:04:26-04:00 (New York)
ISBN/EAN: 047029292X

ISBN - alternate spelling:
0-470-29292-X, 978-0-470-29292-1
Alternate spelling and related search-keywords:
Book author: wiley
Book title: credit risk frontiers, quan, and finance, mode, modeling

Information from Publisher

Author: Rama Cont
Title: Wiley Finance Editions; Frontiers in Quantitative Finance - Volatility and Credit Risk Modeling
Publisher: John Wiley & Sons
300 Pages
Publishing year: 2008-11-25
Weight: 0,508 kg
Language: English
73,90 € (DE)
Not available (reason unspecified)
164mm x 232mm x 27mm

BB; gebunden; Hardcover, Softcover / Wirtschaft/Betriebswirtschaft; Anlagen und Wertpapiere; Finance & Investments; Kapitalanlagen u. Wertpapiere; Kapitalanlage; Finanz- u. Anlagewesen; Investments & Securities; Kapitalanlagen u. Wertpapiere

Frontiers in Quantitative Finance "This is a collection of papers dealing with a number of advanced issues in quantitative finance, selected among the Petit Déjeuner de la Finance talks organized by Rama Cont in Paris. It is an interesting volume for mathematical finance enthusiasts and completists." --Damiano Brigo, Managing Director, Fitch Solutions and Visiting Professor, Mathematics, Imperial College "Frontiers in Quantitative Finance is a collection of financial engineering research gems. Through the Petit Déjeuner de la Finance, Rama Cont has gathered authors from established and emerging leaders in the field. Their work is on the leading edge of mathematical creativity, especially with respect to credit risk modeling. I highly recommend the book!" --Darrell Duffie, Dean Witter Distinguished Professor in Finance, Graduate School of Business, Stanford University "This book by great contributors from markets and academia exposes cutting- edge research with great clarity." --Bruno Dupire, recipient Risk Magazine's2008 Lifetime Achievement Award "The Petit Déjeuner de la Finance, organized by Rama Cont, has been a successful example of interaction between academics and practitioners, and an extraordinary opportunity to share and spread knowledge on the latest advances in derivatives pricing. This book is the result of a careful selection of the most innovative presentations on volatility and credit derivatives modeling." --Fabio Mercurio, Senior Quant Researcher, Bloomberg LP "Rama Cont's Frontiers in Quantitative Finance is an interesting collection of papers over a broad range of subjects. There is something for everyone in it." --Vladimir V. Piterbarg, Managing Director, Global Head of Quantitative Analytics, Barclays Capital

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