Quantitative Analysis In Financial Markets: Collected Papers Of The New York University Mathematical Finance Seminar - Hardcover

Hardcover

ISBN 10: 981023788X ISBN 13: 9789810237882

Publisher: World Scientific Publishing Co Pte Ltd, 1999

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.

About this title

Synopsis

This volume contains lectures delivered at the Seminar in Mathematical Finance at the Courant Institute, New York University. Subjects covered include: the emerging science of pricing and hedging derivative securities, managing financial risk, and price forecasting using statistics.

Edition details

• Publisher: World Scientific Publishing Co Pte Ltd
• Publication date: 1999
• Language: English
• ISBN 10: 981023788X
• ISBN 13: 9789810237882
• Binding: Hardcover
• Number of pages: 385
• Editor: Marco Avellaneda