Quantitative analysis in financial markets, Volume II: collected papers of the New York University Mathematical Finance Seminar
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 Wa...
Gespeichert in:
| Körperschaft: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Singapore
World Scientific Pub. Co.
c2001
|
| Schlagworte: | |
| Online-Zugang: | FHN01 Volltext |
| Zusammenfassung: | 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 |
| Beschreibung: | A collection of papers presented at the weekly Mathematical Finance Seminar at New York University's Washington Square campus and the Courant Institute |
| Beschreibung: | xviii, 359 p. ill |
| ISBN: | 9789812810663 |
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| spelling | New York University Mathematical Finance Seminar <1995-1998> Verfasser aut Quantitative analysis in financial markets, Volume II collected papers of the New York University Mathematical Finance Seminar editor, Marco Avellaneda Singapore World Scientific Pub. Co. c2001 xviii, 359 p. ill 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 and the Courant Institute 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 Finance / Mathematical models / Congresses Economics 1\p (DE-588)1071861417 Konferenzschrift gnd-content Avellaneda, Marco 1955- Sonstige oth World Scientific (Firm) Sonstige oth Erscheint auch als Druck-Ausgabe 9789810242251 Erscheint auch als Druck-Ausgabe 9810242255 Erscheint auch als Druck-Ausgabe 9810242263 (pbk.) http://www.worldscientific.com/worldscibooks/10.1142/4350#t=toc Verlag URL des Erstveroeffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Quantitative analysis in financial markets, Volume II collected papers of the New York University Mathematical Finance Seminar Finance / Mathematical models / Congresses Economics |
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| title | Quantitative analysis in financial markets, Volume II collected papers of the New York University Mathematical Finance Seminar |
| title_auth | Quantitative analysis in financial markets, Volume II collected papers of the New York University Mathematical Finance Seminar |
| title_exact_search | Quantitative analysis in financial markets, Volume II collected papers of the New York University Mathematical Finance Seminar |
| title_full | Quantitative analysis in financial markets, Volume II collected papers of the New York University Mathematical Finance Seminar editor, Marco Avellaneda |
| title_fullStr | Quantitative analysis in financial markets, Volume II collected papers of the New York University Mathematical Finance Seminar editor, Marco Avellaneda |
| title_full_unstemmed | Quantitative analysis in financial markets, Volume II collected papers of the New York University Mathematical Finance Seminar editor, Marco Avellaneda |
| title_short | Quantitative analysis in financial markets, Volume II |
| title_sort | quantitative analysis in financial markets volume ii collected papers of the new york university mathematical finance seminar |
| title_sub | collected papers of the New York University Mathematical Finance Seminar |
| topic | Finance / Mathematical models / Congresses Economics |
| topic_facet | Finance / Mathematical models / Congresses Economics Konferenzschrift |
| url | http://www.worldscientific.com/worldscibooks/10.1142/4350#t=toc |
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