Quantitative Analysis in Financial Markets. Finance Theory and Asset-Allocation. Arbitrage Pricing and Derivatives. Term-Structure Models. Algorithms for Pricing and Hedging. Collected Papers of the New York University Mathematical Finance Seminal

Avellaneda, Marco (editor)

ISBN 10: 9810246935 / ISBN 13: 9789810246938

Published by World Scientific Publishing Co., New Jersey, London, Singapore, Hong Kong, 2001

About this Item

Hardcover with maroon cloth covered boards. Gold lettering on spine. Maroon dust jacket with white lettering on front cover and spine. Both the book and the dust jacket are in good plus condition. The dust jacket has wear and chipping along the edges and scuffing and general wear. The book covers also are slightly chipped and scuffed. The text block is tight with the exception of the first gathering of pages, which is slightly loose, but not detached. There is residue from a sticker on the front paste down. Thecontents are clean. All-in-all, a good copy. ; Profusely illustrated with graphs, charts, tables and formulas. The editor presents a collection of thirteen lectures given at the Courant Institute Mathematical Finanace Seminar in the year 2000. ; Charts, Tables & Graphs; 8vo 8" - 9" tall; x, 351 p. pages.

Seller Inventory # 22633

Bibliographic Details

• Title: Quantitative Analysis in Financial Markets. Finance Theory and Asset-Allocation. Arbitrage Pricing and Derivatives. Term-Structure Models. Algorithms for Pricing and Hedging. Collected Papers of the New York University Mathematical Finance Seminal
• Publisher: World Scientific Publishing Co., New Jersey, London, Singapore, Hong Kong
• Publication Date: 2001
• Language: English
• ISBN 10: 9810246935
• ISBN 13: 9789810246938
• Binding: Hardcover
• Condition: Good+
• Dust Jacket Condition: Good+

About this title

Synopsis

This invaluable book contains lectures presented at the Courant Institute's Mathematical Finance Seminar. The audience consisted of academics from New York University and other universities, as well as practitioners from investment banks, hedge funds and asset-management firms.