QUANTITATIVE ANALYSIS IN FINANC..(VOL.2)

von Avellaneda Marco

Taschenbuch

Kurzbeschreibung des Verlags

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.

• Reihe: World Scientific
• ISBN: 9789810242268
• Sprache: Englisch
• Erscheinungsdatum: 11.01.2001
• Größe: 245 x 167 mm
• Verlag: World Scientific Publishing Co Pte Ltd