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Frontiers in Quantitative Finance: Volatility and Credit Risk
The Petit Déjeuner de la Finance—which Rama Cont has been coorganizing in Paris since 1998—is a wellknown quantitative finance seminar that has progressively The Petit D\'euner de la Finance–which author Rama Cont has been coorganizing in Paris since 1998–is a wellknown quantitative finance seminar that has [depositfiles, mediafire] Frontiers in Quantitative Finance Volatility and Credit Risk Modeling Wiley Finance Rama Cont | pages 300 | 20081110 047029292X
Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling
Volatility and Credit Risk Modeling Cont, Rama. Rama Cont. ISBN 9780470292921 Format Hardback Publisher John Wiley and Sons Ltd Edition illustrated edition
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Rama CONT: Research Publications - CMAP - Centre de Mathématiques
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