Quantitative analysis in financial markets: collected papers of the New York University Mathematical Finance Seminar
This invaluable 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 univers...
Gespeichert in:
Körperschaft: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Singapore
World Scientific Pub. Co.
c1999
|
Schlagworte: | |
Online-Zugang: | FHN01 URL des Erstveroeffentlichers |
Zusammenfassung: | This invaluable 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: | xviii, 367 p. ill |
ISBN: | 9789812812599 9812812598 9810237898 9789810237899 |
Internformat
MARC
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Datensatz im Suchindex
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any_adam_object | |
author_corporate | New York University Mathematical Finance Seminar <1995-1998> |
author_corporate_role | aut |
author_facet | New York University Mathematical Finance Seminar <1995-1998> |
author_sort | New York University Mathematical Finance Seminar <1995-1998> |
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discipline | Wirtschaftswissenschaften |
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id | DE-604.BV044636291 |
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indexdate | 2024-07-10T07:57:48Z |
institution | BVB |
isbn | 9789812812599 9812812598 9810237898 9789810237899 |
language | English |
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physical | xviii, 367 p. ill |
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publisher | World Scientific Pub. Co. |
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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 Pub. Co. c1999 xviii, 367 p. ill txt rdacontent c rdamedia cr rdacarrier This invaluable 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 Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Quantitative Methode (DE-588)4232139-6 gnd rswk-swf 1\p (DE-588)4143413-4 Aufsatzsammlung gnd-content 2\p (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 3\p DE-604 Avellaneda, Marco 1955- Sonstige oth World Scientific (Firm) Sonstige oth Erscheint auch als Druck-Ausgabe 9789810237882 Erscheint auch als Druck-Ausgabe 9789810237899 Erscheint auch als Druck-Ausgabe 981023788X Erscheint auch als Druck-Ausgabe 9810237898 http://www.worldscientific.com/worldscibooks/10.1142/4040#t=toc Verlag URL des Erstveroeffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\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 Finance / Mathematical models / Congresses Kreditmarkt (DE-588)4073788-3 gnd Finanzmathematik (DE-588)4017195-4 gnd Quantitative Methode (DE-588)4232139-6 gnd |
subject_GND | (DE-588)4073788-3 (DE-588)4017195-4 (DE-588)4232139-6 (DE-588)4143413-4 (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 | Finance / Mathematical models / Congresses Kreditmarkt (DE-588)4073788-3 gnd Finanzmathematik (DE-588)4017195-4 gnd Quantitative Methode (DE-588)4232139-6 gnd |
topic_facet | Finance / Mathematical models / Congresses Kreditmarkt Finanzmathematik Quantitative Methode Aufsatzsammlung Konferenzschrift |
url | http://www.worldscientific.com/worldscibooks/10.1142/4040#t=toc |
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