Quantitative analysis in financial markets : collected papers of the New York University Mathematical Finance Seminar. Volume II /
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...
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| Format: | Licensed eBooks |
| Idioma: | anglès |
| Publicat: |
Singapore ; River Edge, NJ :
World Scientific,
2001.
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| Accés en línia: | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=235918 |
| Sumari: | 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. |
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| Descripció física: | 1 online resource (xviii, 359 pages) : illustrations |
| Bibliografia: | Includes bibliographical references. |
| ISBN: | 9789812810663 9812810668 1281956325 9781281956323 9789810242268 9810242263 9789810242251 9810242255 |