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

New York University Mathematical Finance Seminar (1995-1998)

Rilegato

ISBN 10: 981023788X ISBN 13: 9789810237882

Casa editrice: World Scientific Pub Co Inc, 1999

Riassunto

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.

Su questa edizione

• Editore: World Scientific Pub Co Inc
• Data di pubblicazione: 1999
• ISBN 10: 981023788X
• ISBN 13: 9789810237882
• Rilegatura: Copertina rigida
• Numero di pagine: 500
• Redattore: Avellaneda Marco