Quantitative Analysis In Financial Markets: Collected Papers Of The New York University Mathematical Finance Seminar(volume Ii)
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| Title: | Quantitative Analysis In Financial Markets: Collected Papers Of The New York University Mathematical Finance Seminar(volume Ii) |
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| Description: | This book contains lectures delivered at the celebrated Seminar in Mathematical Finance at the Courant Institute. The lecturers and presenters of papers are prominent researchers and practitioners in the field of quantitative financial modeling. Most are faculty members at leading universities or Wall Street practitioners.The lectures deal with the emerging science of pricing and hedging derivative securities and, more generally, managing financial risk. Specific articles concern topics such as option theory, dynamic hedging, interest-rate modeling, portfolio theory, price forecasting using statistical methods, etc. |
| Authors: | Marco Avellaneda |
| Resource Type: | eBook. |
| Subjects: | Finance--Mathematical models--Congresses |
| Categories: | BUSINESS & ECONOMICS / Finance / General, BUSINESS & ECONOMICS / Business Mathematics |
| Database: | eBook Collection (EBSCOhost) |
| Abstract: | This book contains lectures delivered at the celebrated Seminar in Mathematical Finance at the Courant Institute. The lecturers and presenters of papers are prominent researchers and practitioners in the field of quantitative financial modeling. Most are faculty members at leading universities or Wall Street practitioners.The lectures deal with the emerging science of pricing and hedging derivative securities and, more generally, managing financial risk. Specific articles concern topics such as option theory, dynamic hedging, interest-rate modeling, portfolio theory, price forecasting using statistical methods, etc. |
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| ISBN: | 9789810242251 9789812810663 |
