Корично изображение Електронна книга

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

Автор-организации: New York University Mathematical Finance Seminar
Други автори: Avellaneda, Marco, 1955-
Формат: Електронна книга
Език: English
Публикувано: River Edge, NJ : World Scientific, ℗♭2001.
Предмети:
Finance > Mathematical models > Congresses.
BUSINESS & ECONOMICS > Finance.
Finance > Mathematical models.
Electronic books.
Conference papers and proceedings.
Онлайн достъп: http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=210630
Подобни документи: Print version:: Quantitative analysis in financial markets. vol. III.
Съдържание:
  • On the regulation of fee structures in mutual funds / Sanjiv R. Das, Rangarajan K. Sundaram
  • The mean-variance synthesis of corporate balance sheets / Les Gulko
  • Multi-stage optimization for long-term investors / John M. Mulvey
  • A discrete-time approach to arbitrage-free pricing of credit derivatives / Sanjiv R. Das, Rangarajan K. Sundaram
  • An alternative approach for valuing continuous cash flows / Peter Carr, Alex Lipton, Dilip Madan
  • Arbitrage pricing and equilibrium pricing: compatibility conditions / Elye€s Jouini, Clotilde Napp
  • Nonlinear financial models: finite Markov modulation and its limits / Mogens Bladt, Pablo Padilla
  • Pricing American options with transaction costs by complementarity methods / Jong-Shi Pang, Jacqueline Huang
  • A linearization approach in modeling quasi-affine coupon rate term structures and related derivatives / Alexander Levin
  • A generalized Ornstein-Uhlenbeck process of yield rates calibrated with strips / Jacques Carrie€re
  • Mathematical pseudo-completion of the BGM model / Takashi Yasuoka
  • A finite difference method for the valuation of variance swaps / Thomas Little, Vijay Pant
  • Pricing discrete barrier options with an adaptive mesh model / Dong-Hyun Ahn, Bin Gao, Stephen Figlewski
  • Bermudan option pricing with Monte-Carlo methods / Raphae˜l Douady
  • Linear, yet attractive, contour / Juan D. C£ardenas, Emmanuel Fruchard, Jean-Francʹois Picron
  • Conquering the Greeks in Monte Carlo: efficient calculation of the market sensitivities and hedge-ratios of financial assets by direct numerical simulation / Marco Avellaneda, Roberta Gamba.

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