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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）
abbr_d45d0370da328af18fe613bc20d78641.rar
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本附件包括：- 1999－Quantitative Analysis in Financial Markets Volume II ：Collected Papers of the New York University Mathematical Finance Seminar.pdf
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：
本帖隐藏的内容
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
Aït-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)
- 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.)
- 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)
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）
2001－Quantitative Analysis in Financial Markets Volume III：.rar
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SIZE：3.96 MB
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本附件包括：- 下载说明.htm
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本帖隐藏的内容
Collected papers of the New York University Mathematical Finance Seminar, heldat 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)
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