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EDITORIAL: SPECIAL ISSUE ON FINANCIAL MATHEMATICS AND QUANTITATIVE FINANCE [PDF]

The ANZIAM Journal, 2021
The nexus between world financial markets and the discipline of quantitative finance, which is heavily based on mathematics and statistics, has become increasingly clearer as a result of enormously expanded global financial derivative markets over the ...
SONG-PING ZHU, XIAOPING LU, XIN-JIANG HE
semanticscholar   +3 more sources

A quantitative and a dual version of the Halmos-Savage theorem with applications to mathematical finance

The Annals of Probability, 1996
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Klein, Irene, Schachermayer, Walter
semanticscholar   +6 more sources

How Truly Random is the Brownian Motion ? The Hidden Connection With Riemann Zeta Function & Riemann Hypothesis! Is Randomness Truly Random or the Existence of Duality ? Foundation of Quantitative Finance /mathematical Finance/financial Engineering

SSRN Electronic Journal, 2023
Pankaj Mani
semanticscholar   +3 more sources

MATHEMATICS FOR FINANCE: A REVIEW OF QUANTITATIVE METHODS IN LOAN PORTFOLIO OPTIMIZATION

International Journal of Scientific Interdisciplinary Research, 2023
This systematic literature review investigates the evolution and application of quantitative methods in loan portfolio optimization, covering studies published between 2000 and 2024. The research adheres to PRISMA 2020 guidelines and integrates 87 peer-reviewed articles selected through rigorous eligibility and quality criteria.
Md Masud Kowsar, Mohammad Mohiuddin, Sazzad Islam   +2 more
openaire   +3 more sources

Money Mathematics: Examining Ethics Education in Quantitative Finance [PDF]

Journal of Business Ethics Education, 2012
The field of quantitative analysis is often mistaken to be a discipline free from ethical burdens. The quantitative financial analyst or “quant” profession holds a position of significant responsibility as the keeper of mathematical models used in complex derivative security pricing and risk management. Despite this responsibility very few postgraduate
Jason West, Neilson Journals Publishing
openaire   +3 more sources

Machine Learning vs. Mathematical Finance: Opposition or Apposition? Thoughts Around Reconstructing Quantitative Finance a Decade after the Subprime Derivatives & Electronic Trading Flash Crashes In the Context of the Rise of Big Data & Data Science

SSRN Electronic Journal, 2018
Babak Mahdavi-Damghani
openaire   +2 more sources

MATHEMATICS FOR FINANCE: A REVIEW OF QUANTITATIVE METHODS IN LOAN PORTFOLIO OPTIMIZATION

SSRN Electronic Journal
Md Masud Kowsar
openaire   +2 more sources

Stochastic Foundations of Quantitative Finance: An Extensive Mathematical Analysis

Irhan Iftikar
openaire   +2 more sources

Sig-SDEs model for quantitative finance [PDF]

International Conference on AI in Finance, 2020
Mathematical models, calibrated to data, have become ubiquitous to make key decision processes in modern quantitative finance. In this work, we propose a novel framework for data-driven model selection by integrating a classical quantitative setup with a
Imanol Perez Arribas, C. Salvi, Lukasz Szpruch   +2 more
semanticscholar   +1 more source

WARNING: Physics Envy May Be Hazardous To Your Wealth! [PDF]

, 2010
The quantitative aspirations of economists and financial analysts have for many years been based on the belief that it should be possible to build models of economic systems - and financial markets in particular - that are as predictive as those in ...
A Blinder, A Damasio, A Hull, A Khandani, A Khandani, A Lo, A Lo, A Lo, A Lo, A Lo, A Lo, A Lo, Andrew W. Lo, B Lehmann, C Lloyd, D Crane, D Duffie, D Farmer, D Farmer, D Li, E Lorenz, E Peters, E Rolls, E Sirri, F Knight, F Reif, F Salmon, G Debreu, G Debreu, G Gigerenzer, G Loewenstein, H Scarf, H Theil, H White, J Bouchaud, J Caouette, J Coffee, J Elster, J Hamilton, J Hamilton, J Hawkins, J Lintner, J Muth, J Nash, J Satow, J Stiglitz, J Stiglitz, J Tinbergen, J Tobin, J Von Neumann, Kenneth Arrow, L Klein, L Pickard, M Gitterman, Mark T. Mueller, N Taleb, P Cootner, P Diaconis, P Samuelson, P Samuelson, P Samuelson, R Lucas, R Mantegna, R Mantegna, R Merton, R Merton, R Solow, S Grossberg, S Labaton, S Weinberg, S Woodward, Steven H Strogatz, T Brennan, T De Jong, T Masters, T Philippon, W Sharpe   +76 more
core   +3 more sources