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Quantitative Analysis in Financial Markets [Hardcover]

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Item description for Quantitative Analysis in Financial Markets by New York University Mathematical Finance Seminar (1995-1998) & Marco Avellaneda...

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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Item Specifications...

Studio: World Scientific Publishing Company
Pages   380
Est. Packaging Dimensions:   Length: 9.9" Width: 6.9" Height: 1.1"
Weight:   1.75 lbs.
Binding  Hardcover
Release Date   Feb 15, 2001
Publisher   World Scientific Publishing Company
ISBN  9810242255  
ISBN13  9789810242251  

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1Books > Subjects > Business & Investing > Economics > General
2Books > Subjects > Business & Investing > Economics
3Books > Subjects > Business & Investing > General
4Books > Subjects > Professional & Technical > Accounting & Finance > Finance > General
5Books > Subjects > Professional & Technical > Accounting & Finance > Finance

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