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Frontiers in quantitative finance : volatility and credit risk modeling

紀錄類型:	書目-語言資料,印刷品 : 單行本
副題名:	volatility and credit risk modeling
作者:	ContRama,
出版地:	Hoboken, N.J.
出版者:	John Wiley & Sons;
出版年:	c2009
面頁冊數:	xvii, 299 p.ill. : 24 cm.;
集叢名:	Wiley finance series
標題:	Finance - Mathematical models. -
標題:	Derivative securities - Mathematical models. -
附註:	Includes bibliographical references and index.
ISBN:	0-470-29292-Xbound
ISBN:	9780470292921bound

Frontiers in quantitative finance : volatility and credit risk modeling
Cont, Rama

Frontiers in quantitative finance : volatility and credit risk modeling / Rama Cont, editor - Hoboken, N.J. : John Wiley & Sons, c2009. - xvii, 299 p. ; ill. ; 24 cm.. - (Wiley finance series).
Includes bibliographical references and index..
ISBN 0-470-29292-XISBN 9780470292921

Frontiers in quantitative finance : volatility and credit risk modeling
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210 $a Hoboken, N.J. $d c2009 $c John Wiley & Sons
215 1 $a xvii, 299 p. $c ill. $d 24 cm.
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300 $a Includes bibliographical references and index.
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600 1 $a Derivative securities - Mathematical models. $3 254857
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801 0 $b 嶺東科技大學圖書館

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