Frontiers in Quantitative Finance by Rama Cont
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Frontiers in Quantitative Finance
By Rama Cont

Frontiers in Quantitative Finance

Volatility and Credit Risk Modeling

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Format: Hardback

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Frontiers in Quantitative Finance by Rama Cont

Book Description

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.

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Book Details

ISBN: 9780470292921
ISBN-10: 047029292X
Format: Hardback
(233mm x 163mm x 27mm)
Pages: 300
Imprint: John Wiley & Sons Ltd
Publisher: John Wiley and Sons Ltd
Publish Date: 25-Nov-2008
Country of Publication: United Kingdom

Books By Author Rama Cont

Encyclopedia of Quantitative Finance by Rama Cont Encyclopedia of Quantitative Finance, Hardback (February 2010)

A multi-volume major reference work, presenting a timely and comprehensive body of knowledge designed to serve as an essential reference for the finance community. Includes contributions from leading figures in industry and academic research and provides an authoritative exposition of quantitative finance.

Credit Derivatives by Rama Cont Credit Derivatives, Hardback (December 2005)

Over the past decade, credit derivatives have emerged as the key financial innovation in global capital markets. At end 2004, the market size hit $6. 4 billion (in notional amounts) from virtually nothing in 1995.

» View all books by Rama Cont


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Author Biography - Rama Cont

Rama Cont is Associate Professor at Columbia University and Director of the Columbia Center for Financial Engineering. He is also a founding partner of Finance Concepts, a firm offering training and consulting services in quantitative finance and risk management.

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