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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| Online Access: |
Full text (Emerson users only) |
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| Main Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
World Scientific,
2002.
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| Subjects: | |
| Local Note: | ProQuest Ebook Central |
| 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. |
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| Physical Description: | 1 online resource |
| ISBN: | 1299742084 9781299742086 9789812778451 9812778454 |