M AVELLANEDA (EN) — QUANTITATIVE ANALYSIS IN FINANCIAL MARKETS

QUANTITATIVE ANALYSIS IN FINANCIAL MARKETS краткое содержание

QUANTITATIVE ANALYSIS IN FINANCIAL MARKETS - описание и краткое содержание, автор M AVELLANEDA (EN), читать бесплатно онлайн на сайте электронной библиотеки Lib-King.Ru.

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.Contents:Finance Theory and Asset AllocationArbitrage Pricing and DerivativesTerm-Structure ModelsAlgorithms for Pricing and HedgingReadership: Students and researchers in economics, finance and applied mathematics.Key Features:The thoroughness and comprehensiveness of the treatment of this book are based on recent researchTechnical details of the mathematics are carefully dealt with instead of just being summarized for the general readerNo other work on the development of calculus includes a description and analysis of the Baroque/Renaissance atmosphere of fascination with symbols, emblems, Real Characters and philosophical languages which motivated both Leibniz's mathematics and his search for the Universal Characteristic