书目详细信息
： QUANTITATIVE ANALYSIS IN FINANCIAL MARKETS:COLLECT
书目信息 机读格式(MARC)
| ISBN： | 981-02-3789-8 |
|---|---|
| 题名： | Quantitative analysis in financial markets:collected papers of the New York University mathematical finance seminar./ edited by Marco Avellaneda. |
| 索书号： | F830.9/Q1E |
| 出版发行项： | Singapore/NJ./London: World Scientific Publishing Co., 1998. |
| 载体形态： | xviii, 367p. ill. 24.7cm.500 |
| 一般附注： | 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. |
| 书目附注： | includes bibliographical references. |