Description
Marco Avellaneda – Quantitative Analysis in Financial Markets
This volume 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 modelling. 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 modelling, portfolio theory, price forecasting using statistical methods, and more.
Contents:
- 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)
- 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)
Marco Avellaneda, Quantitative Analysis in Financial Markets, Download Quantitative Analysis in Financial Markets, Free Quantitative Analysis in Financial Markets, Quantitative Analysis in Financial Markets Torrent, Quantitative Analysis in Financial Markets Review, Quantitative Analysis in Financial Markets Groupbuy.


Lawrence Davis – Handbook of Genetic Algorithms
Michael Hardt – Empire
Cheng-Few Lee – Encyclopedia of Finance
TRIFORCE TRAINING Part 2
Dan Miller – The Forex Legacy (theforexlegacy.com)
Austin Passamonte Package ( Discount 25 % )
Albert Thumann - Energy Project Financing : Resources and Strategies for Success
Craig Harris – Forex Trading Advice & Intro to The Natural Flow (craigharris-forex-education.com)
CashFlow Heaven – Trade from Anywhere (tradefromanywhere.com)
David A.Strachman – Funds of Funds Investing
Ed Gately - Forecasting Profits Using Price & Time
Charles Perrow - Organizing America
Michael Covel - The Complete Turtle Trader
X.Oden – Forex Phase IV
Aspatore Books – Inside the Minds Leading Wall Street Investors
John Wang – Data Mining. Opportunities and Challenges
B.Mantarov - Schumpeter's Theory of Business Cycles (Article)
Terry Townsend – Cotton Trading Manual
William J.ONeil – 24 Essential Lessons for Investment Success
Rise2learn - Options Mastery #5: Diagonals
Indian National Science Academy – Growing Populations, Changing Landscapes
Kim Heldman - Project Manager's Spotlight on Risk Management
Alpesh Patel Package ( Discount 20% )
Christodoulos Floudas, Panos Pardalos – Encyclopedia of Optimization 2nd Ed
Murray Rothbard - History of Money and Banking in The United States
Charles Mackay - Extraordinary Popular Delusions
Marc H.Gerstein – The Value Connection
Craig Bttlc – The Adventures of the Cycle Hunter
Darrell Duffie – Credit Risk
Reviews
There are no reviews yet.