Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling (Wiley Finance) Book + PRICE WATCH * Amazon pricing is not included in price watch

Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling (Wiley Finance) 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.Read More

from£N/A | RRP: £50.00
* Excludes Voucher Code Discount Also available Used from £N/A
  • 047029292X
  • 9780470292921
  • 25 November 2008
  • John Wiley & Sons
  • Hardcover (Book)
  • 300
  • New
As an Amazon Associate we earn from qualifying purchases. If you click through any of the links below and make a purchase we may earn a small commission (at no extra cost to you). Click here to learn more.

Would you like your name to appear with the review?

We will post your book review within a day or so as long as it meets our guidelines and terms and conditions. All reviews submitted become the licensed property of www.find-book.co.uk as written in our terms and conditions. None of your personal details will be passed on to any other third party.

All form fields are required.