The Petit D'euner de la Financeawhich author Rama Cont has been co-organizing in Paris since 1998ais 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.Alexandre da#39;Aspremont is an assistant professor intheDepartmentof Operations Research and Financial Engineering at Princeton University. His research concerns convex optimization, semidefinite programming and application to interestanbsp;...
Title | : | Frontiers in Quantitative Finance |
Author | : | Rama Cont |
Publisher | : | John Wiley & Sons - 2009-03-09 |
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