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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 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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  • "The Petit Déjeuner de la Finance is a quantitative finance seminar that has progressively become a platform for the exchange of ideas between the academic and practitioner communities in quantitative finance. This book offers a selection of presentations in the Petit D'euner de la Finance."
  • "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."@en
  • "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."@en
  • "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."

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  • "Aufsatzsammlung"
  • "Electronic books"@en
  • "Livres électroniques"

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  • "Frontiers in quantitative finance"
  • "Frontiers in quantitative finance : volatility and credit risk modeling"
  • "Frontiers in quantitative finance Volatility and credit risk modeling"@en
  • "Frontiers in quantitative finance volatility and credit risk modeling"@en
  • "Frontiers in quantitative finance volatility and credit risk modeling"

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