TY  - BOOK
AU  - Cont, Rama.
TI  - Encyclopedia of quantitative finance
SN  - 9780470057568 (hb.)
AV  - HG 106 .En19 2010
PY  - 2010///
CY  - Chichester, England
PB  - Wiley
KW  - Finance
N1  - V. 1. A-D -- v. 2. E-J -- v. -- 3. K-Q -- v. 4. R-XYZ and index
N2  - This reference material covers: 1) quantitative modelling in finance 2)comprehensive reviews of various aspects of risk management 3) up-to-date surveys of the state of the art in computational finance (Monte Carlo simulation, partial differential equations (PDEs) Fourier transform methods, model calibration) 4) various types of financial derivatives and 5) pedagogical surveys of econometric methods and models used in finance
ER  -