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[null,null,"Titolo",null,"Quantitative analysis in financial markets [[electronic resource] ] : collected papers of the New York University Mathematical Finance Seminar . Volume III / / editor, Marco Avellaneda"]
[null,null,"Pubbl/distr/stampa",null,"Singapore ; ; River Edge, N.J., : World Scientific, 2001"]
[null,null,"ISBN",null,"981-277-845-4"]
[null,null,"Descrizione fisica",null,"1 online resource (364p.)"]
[null,null,"Disciplina",null,"332.01515"]
[null,null,"Soggetti",null,"Finance - Mathematical models"]
[{"$nulls":4},"Finance"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Bibliographic Level Mode of Issuance: Monograph"]
[null,null,null,"Nota di bibliografia","Includes bibliographical references."]
[null,null,"Nota di contenuto",null,"Finance Theory and Asset Allocation; Arbitrage Pricing and Derivatives; Term-Structure Models; Algorithms for Pricing and Hedging."]
[null,null,null,"Sommario/riassunto","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."]