Quantitative Analysis in Financial Markets

注意：第二卷在刚发帖时未能上传成功，现已修正！给各位造成的困扰还请大家海涵！如果购买者发现您下载的压缩包无法解压缩，请给我发“站内信息”，留下您的邮箱，我会把第二卷发到您的邮箱里面！

Quantitative Analysis in Financial Markets：Collected Papers of the New York University Mathematical Finance Seminar(Volume 2)
edited by Marco Avellaneda (Courant Institute, New York University) , World Scientific Publishing Company
DATE：2001-02-15
ISBN: [url=]9810242255[/url]
PAGES：380
FORM：PDF（可复制扫描版）
SIZE：18.4 MB

This book contains lectures delivered at the celebrated Seminar in Mathematical Finance at the Courant Institute. The lecturers and presenters of papers are prominent researchers and practitioners in the field of quantitative financial modeling. Most are faculty members at leading universities or Wall Street practitioners.
The lectures 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.

部分内容可在下面的链接网页下载试看：
[hide]Contents: <A href="http://www.worldscibooks.com/economics/4350.html"
target=_blank>http://www.worldscibooks.com/economics/4350.html（部分内容可在链接网页下载试看）

Estimation
and Data-Driven Models:

• Transition Densities for Interest Rate and Other Nonlinear Diffusions (Y
  A&iuml;t-Sahalia)

• Hidden Markov Experts (A Weigend & S-M Shi)

• When is Time Continuous? (A Lo et al.)

• Asset Prices are Brownian Motion: Only in Business Time (H Geman et
  al.)

• Hedging Under Stochastic Volatility (K Ronnie
  Sircar)

Model Calibration and Volatility Smile:

• Determining Volatility Surfaces and Option Values from an Implied Volatility
  Smile (P Carr & D Madan)

• Reconstructing the Unknown Local Volatility Function (T Coleman et
  al.)

• Building a Consistent Pricing Model from Observed Option Prices (J-P
  Laurent & D Leisen)

• Weighted Monte Carlo: A New Technique for Calibrating Asset-Pricing Models
  (M Avellaneda et al.)

Pricing and Risk Management:

• One- and Multi-Factor Valuation of Mortgages: Computational Problems and
  Shortcuts (A Levin)

• Simulating Bermudan Interest-Rate Derivatives (P Carr & G
  Yang)

• How to Use Self-Similarities to Discover Similarities of Path-Dependent
  Options (A Lipton)

• Monte Carlo Within a Day (J Cárdenas et al.)

• Decomposition and Search Techniques in Disjunctive Programs for Portfolio
  Selection (K Wyatt)

Contents (51k)
Introduction (37k)
Transition
Densities for Interest Rate and Other Nonlinear Diffusions
Part 1.1: Closed-Form Approximations to the
Transition Function (209k)
Part 1.2: Examples (605k)
Part 1.3: The Estimation of interest Rate
Diffusions (158k)
Part 1.4: Conclusion (203k)[/hide]


Quantitative Analysis in Financial Markets：Collected Papers of the New York University Mathematical Finance Seminar(Volume 3)
edited by Marco Avellaneda (Courant Institute, New York University) , World Scientific Publishing Company
DATE：2002-01-31
ISBN: [url=]9810246935[/url]
PAGES：400
FORM：Djvu （可复制扫描版）
SIZE：3.96 MB
Djvu格式文件阅读器：
部分内容可在下面的链接网页下载试看：
[hide]Collected papers of the New York University Mathematical Finance Seminar, held
at the Courant Institute. For students and researchers in economics, finance and
applied mathematics.

Contents: （部分内容可在链接网页可下载试看）

Finance
Theory and Asset Allocation Arbitrage Pricing and Derivatives Term-Structure
Models Algorithms for Pricing and Hedging
Table of Contents (50k)
Preface (36k)
Chapter 1: Introduction (90k)
Chapter 1.1: Existing regulations
(91k)
Chapter 1.2: Modeling mutual funds
(96k)
Chapter 1.3: Main results
(86k)
Table of Contents (50k)
Preface (36k)
Chapter 1: Introduction (90k)
Chapter 1.1: Existing regulations
(91k)
Chapter 1.2: Modeling mutual funds
(96k)
Chapter 1.3: Main results (86k)[/hide]