Frontiers in quantitative finance volatility & credit risk modeling Ed by R. Cont

By: Cont, R (ed)Material type: Text

TextSeries: Wiley financePublication details: New Jersey John Wiley & Sons 2009 Description: xvii 299ISBN: 9780470292921Subject(s): Financial MathematicsDDC classification: 14.12

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Holdings
Item type	Current library	Call number	Materials specified	Status	Date due	Barcode
Books	TIFR CAM Library	14.12 CONT (Browse shelf(Opens below))		Available		M8781

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Previous	14.12 BRIG Interest rate models theory & practice with smile, inflation & credit	14.12 BRUY Credit derivatives & structured credit guide for investors	14.12 CARM Interest rate models infinite dimensional stochastic analysis perspective	14.12 CONT Frontiers in quantitative finance volatility & credit risk modeling	14.12 DUFF Credit risk pricing measurement & management	14.12 DUFF Dynamic asset pricing theory	14.12 ELLI Mathematics of financial markets	Next

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