Quantitative analysis in financial markets: Collected papers of the New York University Mathematical Finance Seminar
Gespeichert in:
| Körperschaft: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Singapore
World Scientific
1999
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| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | A collection of papers presented at the weekly Mathematical Finance Seminar at New York University's Washington Square campus from 1995-1998 Includes bibliographical references (p. ) Multivariate Binomial Approximations for Asset Prices with Nonstationary Variance and Covariance Characteristics - Marti G. Subrahmanyam, Teng-Suan Ho and Richard C. Stapleton -- - Deriving Closed-Form Solutions for Gaussian Pricing Models: A Systematic Time-Domain Approach - Alexander Levin -- - Models for Estimating the Structure of Interest Rates from Observations of Yield Curves - K.O. Kortanek and V.G. Medvedev -- - Calibrating Volatility Surface via Relative-Entropy Minimization - Marco Avellaneda, Craig Friedman and Richard Holmes - [and others] -- - Static Hedging of Exotic Options - Peter Carr, Katrina Ellis and Vishal Gupta -- - Closed Form Formulas for Exotic Options and Their Lifetime Distribution - Raphael Douady |
| Beschreibung: | 1 Online-Ressource (xvii, 367 pages) |
| ISBN: | 9789812812599 9812812598 981023788X 9789810237882 9810237898 9789810237899 |
Internformat
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| 245 | 1 | 0 | |a Quantitative analysis in financial markets |b Collected papers of the New York University Mathematical Finance Seminar |c editor, Marco Avellaneda |
| 264 | 1 | |a Singapore |b World Scientific |c 1999 | |
| 300 | |a 1 Online-Ressource (xvii, 367 pages) | ||
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| 500 | |a A collection of papers presented at the weekly Mathematical Finance Seminar at New York University's Washington Square campus from 1995-1998 | ||
| 500 | |a Includes bibliographical references (p. ) | ||
| 500 | |a Multivariate Binomial Approximations for Asset Prices with Nonstationary Variance and Covariance Characteristics - Marti G. Subrahmanyam, Teng-Suan Ho and Richard C. Stapleton -- - Deriving Closed-Form Solutions for Gaussian Pricing Models: A Systematic Time-Domain Approach - Alexander Levin -- - Models for Estimating the Structure of Interest Rates from Observations of Yield Curves - K.O. Kortanek and V.G. Medvedev -- - Calibrating Volatility Surface via Relative-Entropy Minimization - Marco Avellaneda, Craig Friedman and Richard Holmes - [and others] -- - Static Hedging of Exotic Options - Peter Carr, Katrina Ellis and Vishal Gupta -- - Closed Form Formulas for Exotic Options and Their Lifetime Distribution - Raphael Douady | ||
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Datensatz im Suchindex
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| author_corporate | New York University Mathematical Finance Seminar <1995-1998> |
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| dewey-full | 332 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332 |
| dewey-search | 332 |
| dewey-sort | 3332 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| spelling | New York University Mathematical Finance Seminar <1995-1998> Verfasser aut Quantitative analysis in financial markets Collected papers of the New York University Mathematical Finance Seminar editor, Marco Avellaneda Singapore World Scientific 1999 1 Online-Ressource (xvii, 367 pages) txt rdacontent c rdamedia cr rdacarrier A collection of papers presented at the weekly Mathematical Finance Seminar at New York University's Washington Square campus from 1995-1998 Includes bibliographical references (p. ) Multivariate Binomial Approximations for Asset Prices with Nonstationary Variance and Covariance Characteristics - Marti G. Subrahmanyam, Teng-Suan Ho and Richard C. Stapleton -- - Deriving Closed-Form Solutions for Gaussian Pricing Models: A Systematic Time-Domain Approach - Alexander Levin -- - Models for Estimating the Structure of Interest Rates from Observations of Yield Curves - K.O. Kortanek and V.G. Medvedev -- - Calibrating Volatility Surface via Relative-Entropy Minimization - Marco Avellaneda, Craig Friedman and Richard Holmes - [and others] -- - Static Hedging of Exotic Options - Peter Carr, Katrina Ellis and Vishal Gupta -- - Closed Form Formulas for Exotic Options and Their Lifetime Distribution - Raphael Douady BUSINESS & ECONOMICS / Finance bisacsh Finance / Mathematical models fast Mathematisches Modell Wirtschaft Finance Mathematical models Congresses Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Quantitative Methode (DE-588)4232139-6 gnd rswk-swf (DE-588)1071861417 Konferenzschrift gnd-content Kreditmarkt (DE-588)4073788-3 s Finanzmathematik (DE-588)4017195-4 s Quantitative Methode (DE-588)4232139-6 s 1\p DE-604 Avellaneda, Marco Sonstige oth http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=514071 Aggregator Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Quantitative analysis in financial markets Collected papers of the New York University Mathematical Finance Seminar BUSINESS & ECONOMICS / Finance bisacsh Finance / Mathematical models fast Mathematisches Modell Wirtschaft Finance Mathematical models Congresses Finanzmathematik (DE-588)4017195-4 gnd Kreditmarkt (DE-588)4073788-3 gnd Quantitative Methode (DE-588)4232139-6 gnd |
| subject_GND | (DE-588)4017195-4 (DE-588)4073788-3 (DE-588)4232139-6 (DE-588)1071861417 |
| title | Quantitative analysis in financial markets Collected papers of the New York University Mathematical Finance Seminar |
| title_auth | Quantitative analysis in financial markets Collected papers of the New York University Mathematical Finance Seminar |
| title_exact_search | Quantitative analysis in financial markets Collected papers of the New York University Mathematical Finance Seminar |
| title_full | Quantitative analysis in financial markets Collected papers of the New York University Mathematical Finance Seminar editor, Marco Avellaneda |
| title_fullStr | Quantitative analysis in financial markets Collected papers of the New York University Mathematical Finance Seminar editor, Marco Avellaneda |
| title_full_unstemmed | Quantitative analysis in financial markets Collected papers of the New York University Mathematical Finance Seminar editor, Marco Avellaneda |
| title_short | Quantitative analysis in financial markets |
| title_sort | quantitative analysis in financial markets collected papers of the new york university mathematical finance seminar |
| title_sub | Collected papers of the New York University Mathematical Finance Seminar |
| topic | BUSINESS & ECONOMICS / Finance bisacsh Finance / Mathematical models fast Mathematisches Modell Wirtschaft Finance Mathematical models Congresses Finanzmathematik (DE-588)4017195-4 gnd Kreditmarkt (DE-588)4073788-3 gnd Quantitative Methode (DE-588)4232139-6 gnd |
| topic_facet | BUSINESS & ECONOMICS / Finance Finance / Mathematical models Mathematisches Modell Wirtschaft Finance Mathematical models Congresses Finanzmathematik Kreditmarkt Quantitative Methode Konferenzschrift |
| url | http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=514071 |
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