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

New York University Mathematical Finance Seminar (1995-1998), Avellaneda, Marco

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ISBN 10: 981023788X / ISBN 13: 9789810237882
Published by World Scientific Pub Co Inc, 2000
Used Condition: Good
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Former Library book. Shows some signs of wear, and may have some markings on the inside. Bookseller Inventory # GRP87556600

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Bibliographic Details

Title: Quantitative Analysis in Financial Markets ...

Publisher: World Scientific Pub Co Inc

Publication Date: 2000

Book Condition:Good

About this title

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.

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