Quantitative analysis in financial markets Collected papers of the New York University Mathematical Finance Seminar /
| Автор-организации: | New York University Mathematical Finance Seminar |
|---|---|
| Други автори: | Avellaneda, Marco, 1955- |
| Формат: | Електронен |
| Език: | English |
| Публикувано: |
Singapore ; River Edge, NJ :
World Scientific,
1999.
|
| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=514071 |
| Подобни документи: |
Print version::
Quantitative analysis in financial markets. |
Съдържание:
- Multivariate Binomial Approximations for Asset Prices with Nonstationary Variance and Covariance Characteristics /
- Marti G. Subrahmanyam, Teng-Suan Ho and Richard C. Stapleton
- Deriving Closed-Form Solutions for Gaussian Pricing Models: A Systematic Time-Domain Approach /
- Alexander Levin
- Models for Estimating the Structure of Interest Rates from Observations of Yield Curves /
- K.O. Kortanek and V.G. Medvedev
- Calibrating Volatility Surface via Relative-Entropy Minimization /
- Marco Avellaneda, Craig Friedman and Richard Holmes /
- [and others]
- Static Hedging of Exotic Options /
- Peter Carr, Katrina Ellis and Vishal Gupta
- Closed Form Formulas for Exotic Options and Their Lifetime Distribution /
- Raphael Douady.