TY  - GEN
T1  - Quantitative analysis in financial markets : collected papers of the New York University Mathematical Finance Seminar.
A2  - Avellaneda, Marco, 1955-
LA  - English
PP  - Singapore ; River Edge, NJ
PB  - World Scientific
YR  - 2001
UL  - https://ebooks.jgu.edu.in/Record/ebsco_acadsubs_ocn646768247
AB  - 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.
OP  - 359
CN  - HG106 .N492 2001eb
SN  - 9789812810663
SN  - 9812810668
SN  - 1281956325
SN  - 9781281956323
SN  - 9789810242268
SN  - 9810242263
SN  - 9789810242251
SN  - 9810242255
KW  - Finance : Mathematical models : Congresses.
KW  - Economics.
KW  - Economics
KW  - Finances : Modèles mathématiques : Congrès.
KW  - Économie politique.
KW  - economics.
KW  - BUSINESS & ECONOMICS : Finance.
KW  - Finance : Mathematical models
KW  - Conference papers and proceedings
ER  -