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Quantitative Analysis In Financial Markets: Collected Papers Of The New York University Mathematical Finance Seminar (Vol Ii) by Marco Avellaneda (Paperback, 2001)

About this product

About this product

Product Information

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.

Product Identifiers

Publisher
World Scientific Publishing Co Pte Ltd
ISBN-13
9789810242268
eBay Product ID (ePID)
95403239

Product Key Features

Author
Marco Avellaneda
Publication Name
Quantitative Analysis In Financial Markets: Collected Papers Of The New York University Mathematical Finance Seminar (Vol Ii)
Format
Paperback
Language
English
Subject
Finance, Mathematics
Publication Year
2001
Type
Textbook
Number of Pages
380 Pages

Additional Product Features

Country/Region of Manufacture
Singapore
Editor
Marco Avellaneda

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