Frontiers in Quantitative Finance: credit risk and volatility modeling

Rama Cont ()
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Rama Cont: LPMA - Laboratoire de Probabilités et Modèles Aléatoires - UPMC - Université Pierre et Marie Curie - Paris 6 - UPD7 - Université Paris Diderot - Paris 7 - CNRS - Centre National de la Recherche Scientifique

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Keywords: credit risk; volatility; point processes; CDO (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (22)

Published in Wiley, pp.300, 2008, Wiley Series in Financial Engineering

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00437588

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