Results 211 to 220 of about 34,977 (256)
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2018
Quantitative Finance: An Object-Oriented Approach in C++ provides readers with a foundation in the key methods and models of quantitative finance. Keeping the material as self-contained as possible, the author introduces computational finance with a focus on practical implementation in C++.
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Quantitative Finance: An Object-Oriented Approach in C++ provides readers with a foundation in the key methods and models of quantitative finance. Keeping the material as self-contained as possible, the author introduces computational finance with a focus on practical implementation in C++.
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Mathematics of Quantitative Finance
Oberwolfach Reports, 2018The workshop on Mathematics of Quantitative Finance, organised at the Mathematisches Forschungsinstitut Oberwolfach from 26 February to 4 March 2017, focused on cutting edge areas of mathematical finance, with an emphasis on the applicability of the new techniques and models presented by the participants.
Friz, Peter +2 more
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ON THE STATISTICAL PHYSICS CONTRIBUTION TO QUANTITATIVE FINANCE
International Journal of Modern Physics B, 2004A short review is given of some research topics recently developed in the framework of quantitative finance and which can be referred to the effort of adapting methods and technologies of statistical physics to the analysis of economic systems. In particular we emphasize the role of a different, new perspective, in approaching financial problems ...
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Mathematics of Quantitative Finance
2017The workshop on Mathematics of Quantitative Finance, organised at the Mathematisches Forschungsinstitut Oberwolfach from 26 February to 4 March 2017, focused on cutting edge areas of mathematical finance, with an emphasis on the applicability of the new techniques and models presented by the participants.
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Numerical methods for quantitative finance
In this thesis I consider the problems associated with Monte-Carlo pricing and hedging contingent claims on financial securities, where the underlying asset appears as a supervolatile stochastic process. The original motivation for these considerations was to price options for the Queensland electricity spot market.openaire +3 more sources
An Introduction to Quantitative Finance
2015This concise textbook provides a unique framework to introduce Quantitative Finance to advanced undergraduate and beginning postgraduate students. Inspired by Newton's three laws of motion, three principles of Quantitative Finance are proposed to help practitioners also to understand the pricing of plain vanilla derivatives and fixed income securities.
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