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Quantitative analysis in financial markets [electronic resource] : collected papers of the New York University Mathematical Finance Seminar. Volume III / editor, Marco Avellaneda.
- Format:
- Book
- Conference/Event
- Conference Name:
- New York University Mathematical Finance Seminar (1995-1998)
- Language:
- English
- Subjects (All):
- Finance--Mathematical models--Congresses.
- Finance.
- Finance--Congresses.
- Physical Description:
- 1 online resource (364p.)
- Edition:
- 1st ed.
- Place of Publication:
- Singapore ; River Edge, N.J. : World Scientific, 2001.
- Language Note:
- English
- Summary:
- This volume contains lectures presented at the Courant Institute's Mathematical Finance Seminar. The lectures explore the subject of quantitative analysis in financial markets. The audience consisted of academics from New York University and other universities, as well as practitioners from investment banks, hedge funds and asset-management firms.
- Contents:
- Finance Theory and Asset Allocation; Arbitrage Pricing and Derivatives; Term-Structure Models; Algorithms for Pricing and Hedging.
- Notes:
- Bibliographic Level Mode of Issuance: Monograph
- Includes bibliographical references.
- ISBN:
- 9789812778451
- 9812778454
- OCLC:
- 855899256
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