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Encyclopedia of Quantitative Finance, IV Volume Set
book

Encyclopedia of Quantitative Finance, IV Volume Set

by Rama Cont
April 2010
Beginner
2224 pages
100h 29m
English
Wiley
Content preview from Encyclopedia of Quantitative Finance, IV Volume Set

Copyright © 2010 John Wiley & Sons Ltd,

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Modeling Correlation of Structured Instruments in a Portfolio Setting which appears between pages 1220–1226 and Credit Portfolio Insurance which appears between pages 441–447 are copyright of the authors of those works.

Nested Simulation which appears between pages 1307–1311 is a US government work in the public domain and not subject to copyright.

Models which appears between pages 1226–1232 is copyright of the CFA Institute.

All Rights Reserved. No part of this publication may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical, photocopying, recording, scanning or otherwise, except under the terms of the Copyright, Designs and Patents Act 1988 or under the terms of a licence issued by the Copyright Licensing Agency Ltd, 90 Tottenham Court Road, London W1T 4LP, UK, without the permission in writing of the Publisher. Requests to the Publisher should be addressed to the Permissions Department, John Wiley & Sons Ltd, The Atrium, Southern Gate, Chichester, West Sussex PO19 8SQ, England, or emailed to permreq@wiley.co.uk, or faxed to (+44) 1243 770620.

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Publisher Resources

ISBN: 9780470057568Purchase book