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

New York University Mathematical Finance Seminar (1995-1998)

Softcover

ISBN 10: 9810237898 ISBN 13: 9789810237899

Publisher: World Scientific Pub Co Inc, 1999

Synopsis

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.

About this edition

• Publisher: World Scientific Pub Co Inc
• Publication date: 1999
• ISBN 10: 9810237898
• ISBN 13: 9789810237899
• Binding: Paperback
• Number of pages: 388
• Editor: Avellaneda Marco