Quantity:


	Amazon Prime Free Trial required. Sign up when you check out. Learn More

More Buying Choices

Have one to sell? Sell yours here

Share your own customer images

Search inside this book

Tell the Publisher!
I'd like to read this book on Kindle

Don't have a Kindle? Get your Kindle here, or download a FREE Kindle Reading App.

Quantitative Analysis in Financial Markets - Collected Papers of the New York University Mathematical Finance Seminar (Volume 3) [Hardcover]

Marco Avellaneda (Author)

Price:	$104.00 & this item ships for FREE with Super Saver Shipping. Details
Deal Price:
	Special Offers Available
	o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o

In Stock.
Ships from and sold by Amazon.com. Gift-wrap available.

Only 1 left in stock--order soon (more on the way).

Want it delivered Tuesday, January 31? Choose One-Day Shipping at checkout. Details

FREE Two-Day Shipping for Students. Learn more

Book Description

ISBN-10: 9810246935 | ISBN-13: 978-9810246938 | Publication Date: January 31, 2002 | Edition: 1st

This volume contains lectures presented at the Courant Institute's Mathematical Finance Seminar. The lectures explore the subject of quantitative analysis in financial markets. The audience consisted of academics from New York University and other universities, as well as practitioners from investment banks, hedge funds and asset-management firms.

#outer_postBodyPS { display: none; } #psGradient { display: none; } #psPlaceHolder { display: none; } #psExpand { display: none; } This volume contains lectures presented at the Courant Institute's Mathematical Finance Seminar. The lectures explore the subject of quantitative analysis in financial markets. The audience consisted of academics from New York University and other universities, as well as practitioners from investment banks, hedge funds and asset-management firms.

Special Offers and Product Promotions

Buy $50 in qualifying physical textbooks, get $5 in Amazon MP3 Credit. Here's how (restrictions apply)

Customers Who Viewed This Item Also Viewed

Quantitative Modeling of Derivative Securitie... by Marco Avellaneda
3.1 out of 5 stars (14)

$103.14

Product Details

Hardcover: 400 pages
Publisher: World Scientific Pub Co Inc; 1st edition (January 31, 2002)
Language: English
ISBN-10: 9810246935
ISBN-13: 978-9810246938
Product Dimensions: 9.7 x 6.8 x 1.2 inches
Shipping Weight: 1.8 pounds (View shipping rates and policies)
Amazon Best Sellers Rank: #5,343,695 in Books (See Top 100 in Books)

Would you like to update product info or give feedback on images?

More About the Author

› Visit Amazon's Marco Avellaneda Page

Discover books, learn about writers, read author blogs, and more.

Customer Reviews

There are no customer reviews yet.

Create your own review

Video reviews

Amazon now allows customers to upload product video reviews. Use a webcam or video camera to record and upload reviews to Amazon.

Inside This Book (learn more)

First Sentence:
This paper has two objectives. Read the first page

Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
market practice model, equilibrium fee structure, fulcrum fees, pricing variance swaps, standard trinomial, surplus framework, corresponding wealth process, fee regime, cumulative default probabilities, equilibrium volatility, log contract, numerical pricing, incentive fee structures, equilibrium expected utility, swaption prices, martingale probability measure, expected fees, efficient asset allocations, discrete barrier, nonlinear complementarity problems, market impact costs, benchmark instruments, fuzzy threshold, trinomial model, standard linearization

Key Phrases - Capitalized Phrases (CAPs): (learn more)
New York, Monte Carlo, Journal of Finance, Review of Financial Studies, Journal of Financial Economics, Financial Analysts Journal, Journal of Derivatives, Journal of Economic Theory, Quantitative Analysis, Cambridge University Press, Management Science, Springer Verlag, Adaptive Mesh Model, John Wiley, Mathematical Programming, Merrill Lynch, Stern School of Business, American Economic Review, France E-mail, Journal of Business, Journal of Computational Finance, Journal of Financial Engineering, Journal of Political Economy, Lehman Aggregate Bond, Martingale Methods

New!
Books on Related Topics | Concordance | Text Stats

Citations (learn more)

This book cites 64 books:

Dynamic Asset Pricing Theory, Third Edition. by Darrell Duffie on page 85, page 157, and page 245
Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability) by Marek Musiela on page 158, page 221, and page 245
Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics) by Ioannis Karatzas on page 130, page 157, and page 295
Differential Equations (with CD-ROM) by Paul Blanchard on page 171, and page 295
Derivative Securities by Robert Jarrow on page 130, and page 274

See all 64 books this book cites

10 books cite this book:

Hypermodels in Mathematical Finance by Siu-Ah Ng in Back Matter
Monte Carlo and Quasi-Monte Carlo Methods 2000 by Kai-Tai Fang on page 199
Option-Implied Risk-Neutral Distributions and Risk Aversion by Jens Carsten Jackwerth in Back Matter
Handbook of Asset and Liability Management - Set: Handbook of Asset and Liability Management, Volume 1: Theory and Methodology by Stavros A. Zenios on page 68
Building and Using Dynamic Interest Rate Models by Ken O. Kortanek in Back Matter

See all 10 books citing this book

Books on Related Topics (learn more)

Fixed-Income Securities by Lionel Martellini

Discusses:

Capital Markets by Frank J. Fabozzi

Discusses:

Martingale Methods in Financial Modelling by Marek Musiela

Discusses:

Financial Institutions Management+Standard & Poor's Educational Version of Market Insight+Ethics in Finance Powerweb by Anthony Saunders

Discusses:

Tag this product

(What's this?)

Think of a tag as a keyword or label you consider is strongly related to this product.
Tags will help all customers organize and find favorite items.

Sell a Digital Version of This Book in the Kindle Store

If you are a publisher or author and hold the digital rights to a book, you can sell a digital version of it in our Kindle Store. Learn more

.jsOffDisplayBlock { display: block; } .jsOffDisplayInline { display: inline; } .jsOffVisibility { visibility: visible; } .jsOnDisplayBlock { display: none; } .jsOnDisplayNoneBlock { display: block; } .jsOnDisplayNoneInline { display: inline; } .jsOnDisplayInline { display: none; } .jsOnVisibility { visibility: hidden; } .jqOnDisplayBlock { display: none; } .jqOnDisplayInline { display: none; } .jqOnVisibility { visibility: hidden; } .jqOnDisplayNoneBlock { display: block; } .jqOnDisplayNoneInline { display: inline; }

Customer Discussions

This product's forum

Discussion	Replies	Latest Post
No discussions yet

Ask questions, Share opinions, Gain insight

Start a new discussion

Topic:

First post:

Receive e-mail when new posts are made

Prompts for sign-in

Guidelines

Active discussions in related forums

Discussion	Replies	Latest Post
Science forum Why are people here so scientifically illiterate	6700	2 minutes ago
Science forum Is Space Something? Is Time Something? Or are they Nothing? When Did Space First Begun? When Did Time First Begin?	254	2 minutes ago
Science forum A coming mini ice age?	37	9 minutes ago
Science forum Why a book must cost 329$????? Why are editors such jerks	2	49 minutes ago
Textbook forum Never Again	29	15 hours ago
Textbook forum I just received a "very good" textbook without its disc - what are your thoughts?	168	3 days ago
Medicine forum Medical fraud, let's count the ways ...	47	5 days ago
Medicine forum ProPublica on Dollars for Doctors	0	7 days ago