[share_ebook] Quantitative Analysis in Financial Markets - New York University Mathematical Finance Seminar (1995-1998), Marco Avellaneda


Author: New York University Mathematical Finance Seminar (1995-1998), Marco Avellaneda

Date: February, 2001

Pages: 380

Publisher: World Scientific Pub Co Inc

Category: Study


Posted on 2011-12-13, by 4bookholic.

Description

Quantitative Analysis in Financial Markets


Quantitative Analysis in Financial Markets
New York University Mathematical Finance Seminar (1995-1998), Marco Avellaneda | World Scientific Pub Co Inc | February, 2001 | 380 pages | English | PDF

This volume 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 modelling. 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 modelling, portfolio theory, price forecasting using statistical methods, and more.


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