Quantitative Analysis in Financial Markets Collected Papers of the New York University Mathematical Finance Seminar, Volume II

This invaluable book contains lectures delivered at the celebrated Seminar in Mathematical Finance at the Courant Institute. The lectures 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.Avellaneda, Marco is the author of 'Quantitative Analysis in Financial Markets Collected Papers of the New York University Mathematical Finance Seminar, Volume II' with ISBN 9789810242268 and ISBN 9810242263.