TY  - BOOK
AU  - Cont,Rama
TI  - Frontiers in quantitative finance: volatility and credit risk modeling 
T2  - Wiley finance series
SN  - 9780470407165
AV  - HG106 .F76 2009eb
U1  - 332.01/5195 22
PY  - 2009///
CY  - Hoboken, N.J.
PB  - John Wiley & Sons
KW  - Finance
KW  - Mathematical models
KW  - Derivative securities
KW  - Finances
KW  - Modèles mathématiques
KW  - Instruments dérivés (Finances)
KW  - BUSINESS & ECONOMICS
KW  - bisacsh
KW  - fast
KW  - Derivaten (financiën)
KW  - gtt
KW  - Wiskundige modellen
KW  - Omloopsnelheid (geld)
KW  - Kredietverlening
KW  - Risicobeheersing
KW  - Electronic books
N1  - Includes bibliographical references and index; Front Matter -- Option Pricing and Volatility Modeling. A Moment Approach to Static Arbitrage / Alexandre d'Aspremont -- On Black-Scholes Implied Volatility at Extreme Strikes / Shalom Benaim, Peter Friz, Roger Lee -- Dynamic Properties of Smile Models / Lorenzo Bergomi -- A Geometric Approach to the Asymptotics of Implied Volatility / Pierre Henry-Labord`re -- Pricing, Hedging, and Calibration in Jump-Diffusion Models / Peter Tankov, Ekaterina Voltchkova -- Credit Risk. Modeling Credit Risk / L C G Rogers -- An Overview of Factor Modeling for CDO Pricing / Jean-Paul Laurent, Areski Cousin -- Factor Distributions Implied by Quoted CDO Spreads / Erik Schl̲gl, Lutz Schl̲gl -- Pricing CDOs with a Smile: The Local Correlation Model / Julien Turc, Philippe Very -- Portfolio Credit Risk: Top-Down versus Bottom-Up Approaches / Kay Giesecke -- Forward Equations for Portfolio Credit Derivatives / Rama Cont, Ioana Savescu -- Index
N2  - 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
UR  - https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=254123
ER  -