Publisher's Synopsis
This comprehensive guide deals with advances in volatility modelling in the context of equity and index derivatives, and covers recent advances in pricing models for CDOs and portfolio credit derivatives.
Frontiers in Quantitative Finance Volatility and Credit Risk Modeling - Wiley Finance Series
Hardback (25 Nov 2008)
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Book information
| ISBN: | 9780470292921 |
| Publisher: | Wiley |
| Imprint: | John Wiley & Sons, Inc. |
| Pub date: | 25 Nov 2008 |
| DEWEY: | 332.015195 |
| DEWEY edition: | 22 |
| Language: | English |
| Number of pages: | 299 |
| Weight: | 520g |
| Height: | 233mm |
| Width: | 163mm |
| Spine width: | 27mm |
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