Frontiers in Quantitative Finance - 9780470292921
Un libro in lingua di Cont Rama (EDT) edito da John Wiley & Sons Inc, 2008
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The Petit Déjeuner de la Finance seminar (Paris) is a major forum for interchange between the academic and practitioner communities on advances in quantitative finance. Cont (financial engineering, Columbia U.), a seminar organizer, introduces 11 recent presentations from the 10th annual seminar, divided into sections treating issues in options pricing and volatility modeling in the context of equity and index derivatives, and recent innovations in pricing models for portfolio credit derivatives. The editor contributes an alternative approach to Monte Carlo simulation for computing the values of collateralized debt obligations (CDOs) and other portfolio credit derivatives. Other timely topics covered include top-down vs. bottom-up models of portfolio credit risk. Annotation ©2009 Book News, Inc., Portland, OR (booknews.com)
Informazioni bibliografiche
- Titolo del Libro in lingua: Frontiers in Quantitative Finance
- Sottotitolo: Volatility and Credit Risk Modeling
- Lingua: English
- Autore: Cont Rama (EDT)
- Editore: John Wiley & Sons Inc
- Collana: John Wiley & Sons Inc (Hardcover)
- Data di Pubblicazione: 10 Novembre '08
- Genere: BUSINESS and ECONOMICS
- Argomenti : Finance Mathematical models Derivative securities Mathematical models
- Pagine: 299
- Dimensioni mm: 234 x 158 x 31
- ISBN-10: 047029292X
- EAN-13: 9780470292921