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Quantitative Analysis in Financial Markets Volume I : Collected Papers of the New York University Mathematical Finance Seminar - Hardcover

New York University Mathematical Finance Seminar (1995-1998)

 
9789810237882: Quantitative Analysis in Financial Markets Volume I : Collected Papers of the New York University Mathematical Finance Seminar

Synopsis

Presents a collection of papers presented at the Mathematical Finance Seminar, a seminar which meets weekly at New York University's Washington Square Campus. Papers are in sections on models and model selection, option pricing and exotics, time-series estimation, empirical studies involving options, and financial economics and portfolio theory. Papers reflect the diversity of quantitative research in finance, span a broad spectrum of financial applications, and have a strong theoretical content and applicability to trading and risk management. Lacks a subject index. Annotation c. Book News, Inc., Portland, OR (booknews.com)

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