ISBN: | 981-02-3789-8 |
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题名: | Quantitative analysis in financial markets:collected papers of the New York University mathematical finance seminar./ edited by Marco Avellaneda. |
索书号: | F830.9/Q1E |
出版发行项: | Singapore/NJ./London: World Scientific Publishing Co., 1998. |
载体形态: | xviii, 367p. ill. 24.7cm.500 |
一般附注: | 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. |
书目附注: | includes bibliographical references. |