Frontiers in quantitative finance: volatility and credit risk modeling
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...
Gespeichert in:
| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Hoboken, N.J.
John Wiley & Sons
c2009
|
| Schriftenreihe: | Wiley finance series
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | 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 |
| Beschreibung: | Includes bibliographical references and index |
| Beschreibung: | 1 Online-Ressource (1 online resource (xvii, 299 p.)) ill |
| ISBN: | 9780470407165 0470407166 9780470456804 0470456809 |
Internformat
MARC
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| isbn | 9780470407165 0470407166 9780470456804 0470456809 |
| language | English |
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| spelling | Frontiers in quantitative finance volatility and credit risk modeling Rama Cont, editor Hoboken, N.J. John Wiley & Sons c2009 1 Online-Ressource (1 online resource (xvii, 299 p.)) ill txt rdacontent c rdamedia cr rdacarrier Wiley finance series Includes bibliographical references and index 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 BUSINESS & ECONOMICS / Finance / Mathematisches Modell Wirtschaft Finance / Mathematical models Derivative securities / Mathematical models Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Kreditrisiko (DE-588)4114309-7 gnd rswk-swf Optionspreis (DE-588)4115453-8 gnd rswk-swf Volatilität (DE-588)4268390-7 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 http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=254123 Aggregator Volltext |
| spellingShingle | Frontiers in quantitative finance volatility and credit risk modeling BUSINESS & ECONOMICS / Finance / Mathematisches Modell Wirtschaft Finance / Mathematical models Derivative securities / Mathematical models Mathematisches Modell (DE-588)4114528-8 gnd Kreditrisiko (DE-588)4114309-7 gnd Optionspreis (DE-588)4115453-8 gnd Volatilität (DE-588)4268390-7 gnd |
| subject_GND | (DE-588)4114528-8 (DE-588)4114309-7 (DE-588)4115453-8 (DE-588)4268390-7 (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, editor |
| title_fullStr | Frontiers in quantitative finance volatility and credit risk modeling Rama Cont, editor |
| title_full_unstemmed | Frontiers in quantitative finance volatility and credit risk modeling Rama Cont, editor |
| 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 | BUSINESS & ECONOMICS / Finance / Mathematisches Modell Wirtschaft Finance / Mathematical models Derivative securities / Mathematical models Mathematisches Modell (DE-588)4114528-8 gnd Kreditrisiko (DE-588)4114309-7 gnd Optionspreis (DE-588)4115453-8 gnd Volatilität (DE-588)4268390-7 gnd |
| topic_facet | BUSINESS & ECONOMICS / Finance / Mathematisches Modell Wirtschaft Finance / Mathematical models Derivative securities / Mathematical models Kreditrisiko Optionspreis Volatilität Aufsatzsammlung |
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| work_keys_str_mv | AT contrama frontiersinquantitativefinancevolatilityandcreditriskmodeling |