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Quantitative Analysis in Financial Markets Collected papers of the New York University Mathematical Finance Seminar, Volume II

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It is a pleasure to edit the second volume of papers presented at the Mathematical Finance Seminar of New York University. These articles, written by some of the leading experts in financial modeling cover a variety of topics in this field. The volume is divided into three parts: (I) Estimation and Data-Driven Models, (II) Model Calibration and Option Volatility and (III) Pricing and Hedging. The papers in the section on "Estimation and Data-Driven Models" develop new econometric techniques for finance and, in some cases, apply them to derivatives. They showcase several ways in which mathematical models can interact with data. Andrew Lo and his collaborators study the problem...
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Quantitative Analysis in Financial Markets Collected papers of the New York University Mathematical Finance Seminar, Volume II

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