Quantitative Analysis in Financial Markets: Collected Papers of the New York University Mathematical Finance Seminar (Hardcover) (ISBN-13: 9789810237882)

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.

Author: Marco Avellaneda
ISBN-10: 981023788X
ISBN-13: 9789810237882
Publisher: World Scientific Publishing Company
Language: English
Published: 10/18/1999
Pages: 388
Format: Hardcover