Quantitative Analysis In Financial Markets: Collected Papers Of The New York University Mathematical Finance Seminar (Vol Iii)
Title | Quantitative Analysis In Financial Markets: Collected Papers Of The New York University Mathematical Finance Seminar (Vol Iii) PDF eBook |
Author | Marco Avellaneda |
Publisher | World Scientific |
Total Pages | 363 |
Release | 2002-01-18 |
Genre | Mathematics |
ISBN | 9814490598 |
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.
Quantitative Analysis In Financial Markets: Collected Papers Of The New York University Mathematical Finance Seminar
Title | Quantitative Analysis In Financial Markets: Collected Papers Of The New York University Mathematical Finance Seminar PDF eBook |
Author | Marco Avellaneda |
Publisher | World Scientific |
Total Pages | 387 |
Release | 1999-10-27 |
Genre | Business & Economics |
ISBN | 9814495212 |
This invaluable book contains lectures delivered at the celebrated Seminar in Mathematical Finance at the Courant Institute. The lecturers and presenters of papers are prominent researchers and practitioners in the field of quantitative financial modeling. Most are faculty members at leading universities or Wall Street practitioners.The lectures deal with the emerging science of pricing and hedging derivative securities and, more generally, managing financial risk. Specific articles concern topics such as option theory, dynamic hedging, interest-rate modeling, portfolio theory, price forecasting using statistical methods, etc.
Quantitative Analysis In Financial Markets: Collected Papers Of The New York University Mathematical Finance Seminar (Vol Ii)
Title | Quantitative Analysis In Financial Markets: Collected Papers Of The New York University Mathematical Finance Seminar (Vol Ii) PDF eBook |
Author | Marco Avellaneda |
Publisher | World Scientific |
Total Pages | 379 |
Release | 2001-01-10 |
Genre | Business & Economics |
ISBN | 9814493562 |
This book contains lectures delivered at the celebrated Seminar in Mathematical Finance at the Courant Institute. The lecturers and presenters of papers are prominent researchers and practitioners in the field of quantitative financial modeling. Most are faculty members at leading universities or Wall Street practitioners.The lectures deal with the emerging science of pricing and hedging derivative securities and, more generally, managing financial risk. Specific articles concern topics such as option theory, dynamic hedging, interest-rate modeling, portfolio theory, price forecasting using statistical methods, etc.
Quantitative Analysis in Financial Markets
Title | Quantitative Analysis in Financial Markets PDF eBook |
Author | |
Publisher | |
Total Pages | |
Release | 2001 |
Genre | |
ISBN | 9789810242268 |
Paris-Princeton Lectures on Mathematical Finance 2010
Title | Paris-Princeton Lectures on Mathematical Finance 2010 PDF eBook |
Author | Areski Cousin |
Publisher | Springer Science & Business Media |
Total Pages | 374 |
Release | 2011-06-29 |
Genre | Mathematics |
ISBN | 3642146597 |
The Paris-Princeton Lectures in Financial Mathematics, of which this is the fourth volume, publish cutting-edge research in self-contained, expository articles from outstanding specialists - established or on the rise! The aim is to produce a series of articles that can serve as an introductory reference source for research in the field. The articles are the result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with five articles by: 1. Areski Cousin, Monique Jeanblanc and Jean-Paul Laurent, 2. Stéphane Crépey, 3. Olivier Guéant, Jean-Michel Lasry and Pierre-Louis Lions, 4. David Hobson and 5. Peter Tankov.
Mathematical Modelling and Numerical Methods in Finance
Title | Mathematical Modelling and Numerical Methods in Finance PDF eBook |
Author | Alain Bensoussan |
Publisher | Elsevier |
Total Pages | 743 |
Release | 2009-06-16 |
Genre | Mathematics |
ISBN | 0080931006 |
Mathematical finance is a prolific scientific domain in which there exists a particular characteristic of developing both advanced theories and practical techniques simultaneously. Mathematical Modelling and Numerical Methods in Finance addresses the three most important aspects in the field: mathematical models, computational methods, and applications, and provides a solid overview of major new ideas and results in the three domains. Coverage of all aspects of quantitative finance including models, computational methods and applications Provides an overview of new ideas and results Contributors are leaders of the field
Finance Theory and Asset Pricing
Title | Finance Theory and Asset Pricing PDF eBook |
Author | Frank Milne |
Publisher | Oxford University Press, USA |
Total Pages | 250 |
Release | 2003 |
Genre | Capital assets pricing model |
ISBN | 0199261067 |
Finance Theory and Asset Pricing provides a concise guide to financial asset pricing theory for economists. Assuming a basic knowledge of graduate microeconomic theory, it explores the fundamental ideas that underlie competitive financial asset pricing models with symmetric information. Using finite dimensional techniques, this book avoids sophisticated mathematics and exploits economic theory to clarify the essential structure of recent research in asset pricing. In particular, it explores arbitrage pricing models with and without diversification, Martingale pricing methods and representative agent pricing models; discusses these ideas in two-date and multi-date models; and provides a range of examples from the literature. This second edition includes a new section dealing with more advanced multi-period models. In particular it considers discrete factor structure models that mimic recent continuous time models of interest rates, money, and nominal rates and exchange rates. Additional sections sketch extensions to real options and transaction costs.