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...
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| Format: | Elektronisch Tagungsbericht E-Book |
| Sprache: | English |
| Veröffentlicht: |
Singapore ; River Edge, NJ :
World Scientific,
1999.
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| Schlagworte: | |
| Online-Zugang: | Volltext |
| 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: | A collection of papers presented at the weekly Mathematical Finance Seminar at New York University's Washington Square campus from 1995-1998. |
| Beschreibung: | 1 online resource (xvii, 367 pages) : illustrations |
| Bibliographie: | Includes bibliographical references. |
| ISBN: | 9789812812599 9812812598 |
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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. |
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| author_additional | Marti G. Subrahmanyam, Teng-Suan Ho and Richard C. Stapleton -- Alexander Levin -- K.O. Kortanek and V.G. Medvedev -- Marco Avellaneda, Craig Friedman and Richard Holmes / [and others] -- Peter Carr, Katrina Ellis and Vishal Gupta -- Raphael Douady. |
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| contents | Multivariate Binomial Approximations for Asset Prices with Nonstationary Variance and Covariance Characteristics / Deriving Closed-Form Solutions for Gaussian Pricing Models: A Systematic Time-Domain Approach / Models for Estimating the Structure of Interest Rates from Observations of Yield Curves / Calibrating Volatility Surface via Relative-Entropy Minimization / Static Hedging of Exotic Options / Closed Form Formulas for Exotic Options and Their Lifetime Distribution / |
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| id | ZDB-4-EBU-ocn841171110 |
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| indexdate | 2024-11-26T14:49:09Z |
| institution | BVB |
| isbn | 9789812812599 9812812598 |
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| spelling | New York University Mathematical Finance Seminar (1995-1998) Quantitative analysis in financial markets : Collected papers of the New York University Mathematical Finance Seminar / editor, Marco Avellaneda. Singapore ; River Edge, NJ : World Scientific, 1999. 1 online resource (xvii, 367 pages) : illustrations text txt rdacontent computer c rdamedia online resource 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. 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. Print version record. 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. Finances Modèles mathématiques Congrès. BUSINESS & ECONOMICS Finance. bisacsh Finance Mathematical models fast Conference papers and proceedings fast Avellaneda, Marco, 1955- http://id.loc.gov/authorities/names/n99055181 Print version: New York University Mathematical Finance Seminar (1995-1998). Quantitative analysis in financial markets. Singapore : River Edge, NJ : World Scientific, 1999 981023788X (DLC) 99044136 (OCoLC)506719158 FWS01 ZDB-4-EBU FWS_PDA_EBU https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=514071 Volltext |
| spellingShingle | Quantitative analysis in financial markets : Collected papers of the New York University Mathematical Finance Seminar / Multivariate Binomial Approximations for Asset Prices with Nonstationary Variance and Covariance Characteristics / Deriving Closed-Form Solutions for Gaussian Pricing Models: A Systematic Time-Domain Approach / Models for Estimating the Structure of Interest Rates from Observations of Yield Curves / Calibrating Volatility Surface via Relative-Entropy Minimization / Static Hedging of Exotic Options / Closed Form Formulas for Exotic Options and Their Lifetime Distribution / Finance Mathematical models Congresses. Finances Modèles mathématiques Congrès. BUSINESS & ECONOMICS Finance. bisacsh Finance Mathematical models fast |
| title | Quantitative analysis in financial markets : Collected papers of the New York University Mathematical Finance Seminar / |
| title_alt | Multivariate Binomial Approximations for Asset Prices with Nonstationary Variance and Covariance Characteristics / Deriving Closed-Form Solutions for Gaussian Pricing Models: A Systematic Time-Domain Approach / Models for Estimating the Structure of Interest Rates from Observations of Yield Curves / Calibrating Volatility Surface via Relative-Entropy Minimization / Static Hedging of Exotic Options / Closed Form Formulas for Exotic Options and Their Lifetime Distribution / |
| 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. Finances Modèles mathématiques Congrès. BUSINESS & ECONOMICS Finance. bisacsh Finance Mathematical models fast |
| topic_facet | Finance Mathematical models Congresses. Finances Modèles mathématiques Congrès. BUSINESS & ECONOMICS Finance. Finance Mathematical models Conference papers and proceedings |
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