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Home > Financial Information Sources > Mathematical Finance > New Directions in Mathematical Finance

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New Directions in Mathematical Finance

Paul Wilmott, Henrik Rasmussen (editors)
Wiley Finance Series
Chichester, UK: Wiley, 2002
192pp, ISBN: 978-0-471-49817-9
www.wiley.com

This is compilation brings together the leading names in quantitative finance to discuss the most current modeling techniques in a variety of areas of financial engineering. It presents many new ideas on quantitative finance, including a discussion of mean-variance strategies, passport options and Value at Risk, and new techniques for risk management, equity modeling, and interest rate modeling.

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New Directions in Mathematical Finance

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Product Description

A compilation of the most respected authorities in financial engineering
Based around a conference on financial modeling held in Milan in December 1999, New Directions in Mathematical Finance brings together the leading names in quantitative finance to discuss the most current modeling techniques in a variety of areas of financial engineering. The contributions featured in this volume are all new items, based on each speaker's topic of presentation at the convention. Editors Paul Wilmott and Henrik Rasmussen include an introduction which pulls together the themes of the book.

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