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EBSCO_ocn181368904 |
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OCoLC |
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20231017213018.0 |
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m o d |
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cr cnu---unuuu |
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071116s2001 njua ob 100 0 eng d |
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|a N$T
|b eng
|e pn
|c N$T
|d YDXCP
|d OCLCQ
|d OCLCF
|d NLGGC
|d OCLCO
|d OCLCQ
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|d OCL
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|d AGLDB
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|d OCLCO
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|d OCLCO
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|a 9789812778451
|q (electronic bk.)
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|a 9812778454
|q (electronic bk.)
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|a DEBSZ
|b 422168076
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|a GBVCP
|b 799464988
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|a (OCoLC)181368904
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|a HG106
|b .N481 2001eb
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|a BUS
|x 027000
|2 bisacsh
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|a 332.01/519233
|2 22
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|a UAMI
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|a New York University Mathematical Finance Seminar
|d (1998-2001)
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| 245 |
1 |
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|a Quantitative analysis in financial markets.
|n vol. III :
|b collected papers of the New York University Mathematical Finance Seminar /
|c editor, Marco Avellaneda.
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| 260 |
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|a River Edge, NJ :
|b World Scientific,
|c ©2001.
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| 300 |
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|a 1 online resource (x, 351 pages) :
|b illustrations
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| 336 |
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|a text
|b txt
|2 rdacontent
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| 337 |
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|a computer
|b c
|2 rdamedia
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|a online resource
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|a Includes bibliographical references.
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0 |
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|a On the regulation of fee structures in mutual funds / Sanjiv R. Das, Rangarajan K. Sundaram -- The mean-variance synthesis of corporate balance sheets / Les Gulko -- Multi-stage optimization for long-term investors / John M. Mulvey -- A discrete-time approach to arbitrage-free pricing of credit derivatives / Sanjiv R. Das, Rangarajan K. Sundaram -- An alternative approach for valuing continuous cash flows / Peter Carr, Alex Lipton, Dilip Madan -- Arbitrage pricing and equilibrium pricing: compatibility conditions / Elyès Jouini, Clotilde Napp -- Nonlinear financial models: finite Markov modulation and its limits / Mogens Bladt, Pablo Padilla -- Pricing American options with transaction costs by complementarity methods / Jong-Shi Pang, Jacqueline Huang -- A linearization approach in modeling quasi-affine coupon rate term structures and related derivatives / Alexander Levin -- A generalized Ornstein-Uhlenbeck process of yield rates calibrated with strips / Jacques Carrière -- Mathematical pseudo-completion of the BGM model / Takashi Yasuoka -- A finite difference method for the valuation of variance swaps / Thomas Little, Vijay Pant -- Pricing discrete barrier options with an adaptive mesh model / Dong-Hyun Ahn, Bin Gao, Stephen Figlewski -- Bermudan option pricing with Monte-Carlo methods / Raphaël Douady -- Linear, yet attractive, contour / Juan D. Cʹardenas, Emmanuel Fruchard, Jean-François Picron -- Conquering the Greeks in Monte Carlo: efficient calculation of the market sensitivities and hedge-ratios of financial assets by direct numerical simulation / Marco Avellaneda, Roberta Gamba.
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|a Print version record.
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| 590 |
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|a eBooks on EBSCOhost
|b EBSCO eBook Subscription Academic Collection - Worldwide
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| 650 |
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|a Finance
|x Mathematical models
|v Congresses.
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| 650 |
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6 |
|a Finances
|x Modèles mathématiques
|v Congrès.
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| 650 |
|
7 |
|a BUSINESS & ECONOMICS
|x Finance.
|2 bisacsh
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| 650 |
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7 |
|a Finance
|x Mathematical models
|2 fast
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| 655 |
|
7 |
|a Conference papers and proceedings
|2 fast
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| 700 |
1 |
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|a Avellaneda, Marco,
|d 1955-
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| 776 |
0 |
8 |
|i Print version:
|a New York University Mathematical Finance Seminar (1998-2001).
|t Quantitative analysis in financial markets. vol. III.
|d River Edge, NJ : World Scientific, ©2001
|z 9810246935
|z 9789810246938
|w (OCoLC)50013996
|
| 856 |
4 |
0 |
|u https://ebsco.uam.elogim.com/login.aspx?direct=true&scope=site&db=nlebk&AN=210630
|z Texto completo
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