02212nam 2200553Ia 450 991077732180332120230607221546.0981-277-845-4(CKB)1000000000413582(StDuBDS)AH24684820(SSID)ssj0000231160(PQKBManifestationID)11175154(PQKBTitleCode)TC0000231160(PQKBWorkID)10197845(PQKB)10756080(MiAaPQ)EBC1681258(WSP)00004760(Au-PeEL)EBL1681258(CaPaEBR)ebr10201214(CaONFJC)MIL505459(OCoLC)855899256(EXLCZ)99100000000041358219990730d2001 uy 0engur|||||||||||txtccrQuantitative analysis in financial markets[electronic resource] collected papers of the New York University Mathematical Finance SeminarVolume III /editor, Marco AvellanedaSingapore ;River Edge, N.J. World Scientific20011 online resource (364p.) Bibliographic Level Mode of Issuance: Monograph981-02-4693-5 Includes bibliographical references.Finance Theory and Asset Allocation; Arbitrage Pricing and Derivatives; Term-Structure Models; Algorithms for Pricing and Hedging.This volume contains lectures presented at the Courant Institute's Mathematical Finance Seminar. The lectures explore the subject of quantitative analysis in financial markets. 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.FinanceMathematical modelsCongressesFinanceCongressesFinanceMathematical modelsFinance332.01515Avellaneda Marco1955-117272MiAaPQMiAaPQMiAaPQBOOK9910777321803321Quantitative analysis in financial markets3719602UNINA