Quantitative Analysis In Financial Markets: Collected Papers Of The New York University Mathematical Finance Seminar (Vol Ii) (Collected Papers of the ... Mathematical Finance Seminar (Hardcover)) - Hardcover

New York University Mathematical Finance Seminar (1995-1998)

Hardcover

ISBN 10: 9810242255 ISBN 13: 9789810242251

Verlag: World Scientific Publishing Co Pte Ltd, 2001

Inhaltsangabe

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.

Details zur Ausgabe

• Verlag: World Scientific Publishing Co Pte Ltd
• Erscheinungsdatum: 2001
• Sprache: Englisch
• ISBN 10: 9810242255
• ISBN 13: 9789810242251
• Einband: Gebundene Ausgabe
• Auflage: 1
• Anzahl der Seiten: 380
• Herausgeber: Avellaneda Marco
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Nicht verfügbar