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Quantitative analysis in financial markets : collected papers of the new york university mathematical finance seminar (vol iii).

This invaluable book contains lectures presented at the Courant Institute's Mathematical Finance Seminar. 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. Sample Chapter(s...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: AVELLANEDA, MARCO
Formato: Electrónico eBook
Idioma:Inglés
Publicado: World Scientific, 2002.
Temas:
Acceso en línea:Texto completo
Descripción
Sumario:This invaluable book contains lectures presented at the Courant Institute's Mathematical Finance Seminar. 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. Sample Chapter(s). Chapter 1: Introduction (90 KB). Chapter 1.1: Existing regulations (91 KB). Chapter 1.2: Modeling mutual funds (96 KB). Chapter 1.3: Main results (86 KB). Contents: Finance Theory and Asset Allocation; Arbitrage Pricing and Derivatives; Term-Structure Models; Algorithms for Pricing and Hedging. Reader.
Descripción Física:1 online resource
ISBN:1299742084
9781299742086
9789812778451
9812778454