Frontiers in Quantitative Finance
Volatility and Credit Risk Modeling
Edited by Rama Cont
Frontiers in Quantitative Finance by Rama Cont
Book DescriptionThe 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 DetailsISBN: 9780470292921
(233mm x 163mm x 27mm)
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, 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, Hardback (December 2005)» View all books by Rama Cont
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.
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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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