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Book Cover
Author New York University Mathematical Finance Seminar (1995-1998)

Title Quantitative analysis in financial markets : collected papers of the New York University Mathematical Finance Seminar. Volume II / editor, Marco Avellaneda
Published Singapore ; River Edge, NJ : World Scientific, 2001
Online access available from:
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Description 1 online resource (xviii, 359 pages) : illustrations
Summary This volume 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 modelling. 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 modelling, portfolio theory, price forecasting using statistical methods, and more
Bibliography Includes bibliographical references
Notes Print version record
Subject Economics.
Finance -- Mathematical models -- Congresses.
Genre/Form Conference papers and proceedings.
Conference papers and proceedings.
Form Electronic book
Author Avellaneda, Marco, 1955-
ISBN 1281956325
9789812810663 (electronic bk.)
9812810668 (electronic bk.)