LEADER 02246nam  2200565Ia 450 
001 9910450934303321
005 20200520144314.0
010   $a981-277-845-4
035   $a(CKB)1000000000413582
035   $a(StDuBDS)AH24684820
035   $a(SSID)ssj0000231160
035   $a(PQKBManifestationID)11175154
035   $a(PQKBTitleCode)TC0000231160
035   $a(PQKBWorkID)10197845
035   $a(PQKB)10756080
035   $a(MiAaPQ)EBC1681258
035   $a(WSP)00004760
035   $a(Au-PeEL)EBL1681258
035   $a(CaPaEBR)ebr10201214
035   $a(CaONFJC)MIL505459
035   $a(OCoLC)855899256
035   $a(EXLCZ)991000000000413582
100   $a19990730d2001      uy             0
101 0 $aeng
135   $aur|||||||||||
181   $ctxt
182   $cc
183   $acr
200 10$aQuantitative analysis in financial markets$b[electronic resource] $ecollected papers of the New York University Mathematical Finance Seminar$hVolume III /$feditor, Marco Avellaneda
210   $aSingapore ;$aRiver Edge, N.J. $cWorld Scientific$d2001
215   $a1 online resource (364p.) 
300   $aBibliographic Level Mode of Issuance: Monograph
311   $a981-02-4693-5 
320   $aIncludes bibliographical references.
327   $aFinance Theory and Asset Allocation; Arbitrage Pricing and Derivatives; Term-Structure Models; Algorithms for Pricing and Hedging.
330 8 $aThis 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.
606   $aFinance$xMathematical models$vCongresses
606   $aFinance$vCongresses
608   $aElectronic books.
615  0$aFinance$xMathematical models
615  0$aFinance
676   $a332.01515
701   $aAvellaneda$b Marco$f1955-$0117272
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910450934303321
996   $aQuantitative analysis in financial markets$92454442
997   $aUNINA