Artículos relacionados a Quantitative Analysis In Financial Markets: Collected...

Quantitative Analysis In Financial Markets: Collected Papers Of The New York University Mathematical Finance Seminar - Tapa dura

 
9789810237882: Quantitative Analysis In Financial Markets: Collected Papers Of The New York University Mathematical Finance Seminar

Sinopsis

This invaluable 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.

"Sinopsis" puede pertenecer a otra edición de este libro.

Reseña del editor

This invaluable 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.

Reseña del editor

Presents a collection of papers presented at the Mathematical Finance Seminar, a seminar which meets weekly at New York University's Washington Square Campus. Papers are in sections on models and model selection, option pricing and exotics, time-series estimation, empirical studies involving options, and financial economics and portfolio theory. Papers reflect the diversity of quantitative research in finance, span a broad spectrum of financial applications, and have a strong theoretical content and applicability to trading and risk management.

"Sobre este título" puede pertenecer a otra edición de este libro.