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.

eBook - PDF
Quantitative Analysis In Financial Markets: Collected Papers Of The New York University Mathematical Finance Seminar (Vol Ii)
Collected Papers of the New York University Mathematical Finance Seminar(Volume II)
- 379 pages
- English
- PDF
- Available on iOS & Android
eBook - PDF
Quantitative Analysis In Financial Markets: Collected Papers Of The New York University Mathematical Finance Seminar (Vol Ii)
Collected Papers of the New York University Mathematical Finance Seminar(Volume II)
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Table of contents
- CONTENTS
- Introduction
- Acknowledgements
- The Contributors
- Part I Estimation and Data-Driven Models
- Part II Model Calibration and Volatility Smile
- Part III Pricing and Risk Management
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Yes, you can access Quantitative Analysis In Financial Markets: Collected Papers Of The New York University Mathematical Finance Seminar (Vol Ii) by Marco Avellaneda in PDF and/or ePUB format, as well as other popular books in Business & Business Mathematics. We have over 1.5 million books available in our catalogue for you to explore.