Quantitative analysis in financial markets : collected papers of the New York University Mathematical Finance Seminar : Volume III

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. Sample Chapter(s). Chapter 1: Introduction (90 KB). Chapter 1.1: Existing regulations (91 KB). Chapter 1.2: Modeling mutual funds (96 KB). Chapter 1.3: Main results (86 KB). Contents: Finance Theory and Asset Allocation; Arbitrage Pricing and Derivatives; Term-Structure Models; Algorithms for Pricing and Hedging. Readership: Students and researchers in economics, finance and applied mathematics.