SKOLKOVO School of Management

Frontiers in quantitative finance : volatility and credit risk modeling / Rama Cont, editor. - Hoboken, N.J. : John Wiley & Sons, 2008, c2009. - xvii, 299 p. : ill. ; 24 cm. - Wiley finance . - Wiley finance series. .

Includes bibliographical references and index.

9780470292921 047029292X

2008026309


Finance--Mathematical models.
Derivative securities--Mathematical models.

HG106 / .F76 2009

332.015195