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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Bibliographic Details
Call Number:Libro Electrónico
Main Author: AVELLANEDA, MARCO
Format: Electronic eBook
Language:Inglés
Published: World Scientific, 2002.
Subjects:
Finance > Mathematical models > Congresses.
Finance > Congresses.
Finances > Modèles mathématiques > Congrès.
Finances > Congrès.
Finance
Finance > Mathematical models
Conference papers and proceedings
Online Access:Texto completo
Description
Summary: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.
Physical Description:1 online resource
ISBN:1299742084
9781299742086
9789812778451
9812778454

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