Quantitative Analysis in Financial Markets: Collected Papers of the New York University Mathematical Finance Seminar

ISBN-13: 9789810237882 / Angielski / Twarda / 1999 / 388 str.

Marco Avellaneda; Jeffery D. Phillips

Opis

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.