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Mathematics of Quantitative Finance

open access: yes, 2017
The 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.
core   +4 more sources

Quantitative Finance

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++.
openaire   +2 more sources

Mathematics of Quantitative Finance

Oberwolfach Reports, 2018
The 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
openaire   +2 more sources

RECENT DEVELOPMENTS IN QUANTITATIVE FINANCE: AN OVERVIEW [PDF]

open access: yesAnnals of Financial Economics, 2014
Quantitative finance combines mathematical finance, financial statistics, financial econometrics and empirical finance to provide a solid quantitative foundation for the analysis of financial issues.
Chia-Lin Chang, Shing-Yang Hu
exaly   +1 more source

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