Imperial College London
Alternate

ProfessorRamaCont

Faculty of Natural Sciences, Department of Mathematics

Visiting Professor
 
 
 
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Contact

 

+44 (0)20 7594 0802r.cont Website

 
 
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Location

 

806Weeks BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@inbook{Cont:2009:10.1002/9781118266915.ch11,
author = {Cont, R and Savescu, I},
booktitle = {Frontiers in Quantitative Finance},
doi = {10.1002/9781118266915.ch11},
editor = {Cont},
publisher = {Wiley},
title = {Forward equations for portfolio credit derivatives},
url = {http://dx.doi.org/10.1002/9781118266915.ch11},
year = {2009}
}
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RIS format (EndNote, RefMan)

TY  - CHAP
AB  - Frontiers in Quantitative Finance  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.
AU  - Cont,R
AU  - Savescu,I
DO  - 10.1002/9781118266915.ch11
PB  - Wiley
PY  - 2009///
SN  - 9780470456804
TI  - Forward equations for portfolio credit derivatives
T1  - Frontiers in Quantitative Finance
UR  - http://dx.doi.org/10.1002/9781118266915.ch11
UR  - http://onlinelibrary.wiley.com/doi/10.1002/9781118266915.ch11/summary
ER  -
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