Frontiers in quantitative finance: volatility and credit risk modeling
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...
Gespeichert in:
| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Hoboken, NJ
Wiley
2009
|
| Schriftenreihe: | Wiley finance series
|
| Schlagworte: | |
| Zusammenfassung: | 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. |
| Beschreibung: | 1 Online-Ressource (XVII, 299 S.) graph. Darst. |
| ISBN: | 9780470407165 |
Internformat
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| indexdate | 2024-07-10T00:05:15Z |
| institution | BVB |
| isbn | 9780470407165 |
| language | English |
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| spelling | Frontiers in quantitative finance volatility and credit risk modeling Rama Cont, ed. Hoboken, NJ Wiley 2009 1 Online-Ressource (XVII, 299 S.) graph. Darst. txt rdacontent c rdamedia cr rdacarrier Wiley finance series 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. Mathematisches Modell Finance Mathematical models Derivative securities Mathematical models Volatilität (DE-588)4268390-7 gnd rswk-swf Kreditrisiko (DE-588)4114309-7 gnd rswk-swf Optionspreis (DE-588)4115453-8 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Kreditrisiko (DE-588)4114309-7 s Mathematisches Modell (DE-588)4114528-8 s DE-604 Optionspreis (DE-588)4115453-8 s Volatilität (DE-588)4268390-7 s Cont, Rama Sonstige (DE-588)140923446 oth Erscheint auch als Druck-Ausgabe, Hardcover 978-0-470-29292-1 |
| spellingShingle | Frontiers in quantitative finance volatility and credit risk modeling Mathematisches Modell Finance Mathematical models Derivative securities Mathematical models Volatilität (DE-588)4268390-7 gnd Kreditrisiko (DE-588)4114309-7 gnd Optionspreis (DE-588)4115453-8 gnd Mathematisches Modell (DE-588)4114528-8 gnd |
| subject_GND | (DE-588)4268390-7 (DE-588)4114309-7 (DE-588)4115453-8 (DE-588)4114528-8 (DE-588)4143413-4 |
| title | Frontiers in quantitative finance volatility and credit risk modeling |
| title_auth | Frontiers in quantitative finance volatility and credit risk modeling |
| title_exact_search | Frontiers in quantitative finance volatility and credit risk modeling |
| title_full | Frontiers in quantitative finance volatility and credit risk modeling Rama Cont, ed. |
| title_fullStr | Frontiers in quantitative finance volatility and credit risk modeling Rama Cont, ed. |
| title_full_unstemmed | Frontiers in quantitative finance volatility and credit risk modeling Rama Cont, ed. |
| title_short | Frontiers in quantitative finance |
| title_sort | frontiers in quantitative finance volatility and credit risk modeling |
| title_sub | volatility and credit risk modeling |
| topic | Mathematisches Modell Finance Mathematical models Derivative securities Mathematical models Volatilität (DE-588)4268390-7 gnd Kreditrisiko (DE-588)4114309-7 gnd Optionspreis (DE-588)4115453-8 gnd Mathematisches Modell (DE-588)4114528-8 gnd |
| topic_facet | Mathematisches Modell Finance Mathematical models Derivative securities Mathematical models Volatilität Kreditrisiko Optionspreis Aufsatzsammlung |
| work_keys_str_mv | AT contrama frontiersinquantitativefinancevolatilityandcreditriskmodeling |