Pages that link to "Item:Q2703781"
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The following pages link to Quantitative analysis in financial markets. Collected papers of the New York Universiity Mathematical Finance Seminar (Q2703781):
Displaying 15 items.
- Current topics in quantitative finance. A selection of revised papers of the 21st Euro Working Group on financial modelling meeting, Venice, Italy, October 29--31, 1997 (Q1819262) (← links)
- Trading strategies generated pathwise by functions of market weights (Q2308179) (← links)
- Market-to-book ratio in stochastic portfolio theory (Q2697498) (← links)
- Permutation-weighted portfolios and the efficiency of commodity futures markets (Q2701102) (← links)
- Option pricing, interest rates and risk management (Q2734511) (← links)
- Quantitative analysis in financial markets. Collected papers of the New York University Mathematical Finance Seminar. Vol. 3 (Q2781939) (← links)
- Introduction to Quantitative Methods for Financial Markets (Q2904343) (← links)
- OPTIMAL HEDGING OF DERIVATIVES WITH TRANSACTION COSTS (Q3421823) (← links)
- THE BEST HEDGING STRATEGY IN THE PRESENCE OF TRANSACTION COSTS (Q3648637) (← links)
- (Q4490682) (← links)
- The Strategic Analysis of Financial Markets (Q4631644) (← links)
- Information Geometry in Portfolio Theory (Q4967757) (← links)
- Generalised Lyapunov Functions and Functionally Generated Trading Strategies (Q5207794) (← links)
- Effectiveness of Hedging Strategies under Model Misspecification and Trading Restrictions (Q5696867) (← links)
- Quantifying dimensional change in stochastic portfolio theory (Q6641079) (← links)
