Synopsis
This 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.
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Quantitative Analysis in Financial Markets
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World Scientific Publishing Comp, 2001
ISBN 10: 9810242263
ISBN 13: 9789810242268
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Quantitative Analysis In Financial Markets: Collected Papers Of The New York University Mathematical Finance Seminar (Vol II) (Collected Papers of the . Mathematical Finance Seminar (Paperback))
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World Scientific Publishing Co Pte Ltd, 2001
ISBN 10: 9810242263
ISBN 13: 9789810242268
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Quantitative Analysis in Financial Markets
Published by
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ISBN 10: 9810242263
ISBN 13: 9789810242268
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