Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling (Wiley Finance Series) [hardcover]

Frontiers in Quantitative Finance

"This is a collection of papers dealing with a number of advanced issues in quantitative finance, selected among the Petit Déjeuner de la Finance talks organized by Rama Cont in Paris. It is an interesting volume for mathematical finance enthusiasts and completists."

--Damiano Brigo, Managing Director, Fitch Solutions and Visiting Professor, Mathematics, Imperial College

"Frontiers in Quantitative Finance is a collection of financial engineering research gems. Through the Petit Déjeuner de la Finance, Rama Cont has gathered authors from established and emerging leaders in the field. Their work is on the leading edge of mathematical creativity, especially with respect to credit risk modeling. I highly recommend the book!"

--Darrell Duffie, Dean Witter Distinguished Professor in Finance, Graduate School of Business, Stanford University

"This book by great contributors from markets and academia exposes cutting- edge research with great clarity."

--Bruno Dupire, recipient Risk Magazine's2008 Lifetime Achievement Award

"The Petit Déjeuner de la Finance, organized by Rama Cont, has been a successful example of interaction between academics and practitioners, and an extraordinary opportunity to share and spread knowledge on the latest advances in derivatives pricing. This book is the result of a careful selection of the most innovative presentations on volatility and credit derivatives modeling."

--Fabio Mercurio, Senior Quant Researcher, Bloomberg LP

"Rama Cont's Frontiers in Quantitative Finance is an interesting collection of papers over a broad range of subjects. There is something for everyone in it."

--Vladimir V. Piterbarg, Managing Director, Global Head of Quantitative Analytics, Barclays Capital