Quantitative Analysis in Financial Markets: Collected Papers of the New York University Mathematical Finance Seminar: v. 2 (Collected Papers of the ... Mathematical Finance Seminar (Hardcover)): 02 - Hardcover

Hardcover

ISBN 10: 9810242255 ISBN 13: 9789810242251

Publisher: World Scientific Publishing Co Pte Ltd, 2000

Synopsis

This 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 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.

Edition details

• Publisher: World Scientific Publishing Co Pte Ltd
• Publication date: 2000
• Language: English
• ISBN 10: 9810242255
• ISBN 13: 9789810242251
• Binding: Hardcover
• Number of pages: 380
• Editor: Avellaneda Marco