Frontiers in quantitative finance : volatility and credit risk modeling / Rama Cont, editor.
Contributor(s): Cont, Rama.
Series: Wiley finance series: Publisher: Hoboken, N.J. : John Wiley & Sons, 2008, c2009Description: xvii, 299 p. : ill. ; 24 cm.ISBN: 9780470292921; 047029292X.Subject(s): Finance -- Mathematical models | Derivative securities -- Mathematical modelsDDC classification: 332.015195| Item type | Current location | Call number | Copy number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|---|
| Book | SKOLKOVO Library Shelves | HG106 .F76 (Browse shelf) | 1 | In transit from Skoltech library to SKOLKOVO Library since 28/11/2023 | 2000001398 |
Total holds: 0
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| HG101 .T55 Financial Darwinism : | HG101 .T75 Lecturing birds on flying : | HG106 .E67 Quantitative finance : | HG106 .F76 Frontiers in quantitative finance : | HG106 .K67 Analysis of financial data / | HG106 .S49 Tools for computational finance / | HG106 .W36 Financial econometrics / |
Includes bibliographical references and index.
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