Results 191 to 200 of about 6,214 (218)
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
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Mathematics of Quantitative Finance
, 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.
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Some of the next articles are maybe not open access.
MATHEMATICS FOR FINANCE: A REVIEW OF QUANTITATIVE METHODS IN LOAN PORTFOLIO OPTIMIZATION
International Journal of Scientific Interdisciplinary Research, 2023This 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 +2 more
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RECENT DEVELOPMENTS IN QUANTITATIVE FINANCE: AN OVERVIEW [PDF]
Annals 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
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Mathematical and Statistical Methods for Actuarial Sciences and Finance
, 2021 This volume presents a collection of peer reviewed papers selected from over one hundred and ten presented at the International Conference eMAF2020 – Mathematical and Statistical Methods for Actuarial Sciences and Finance.
Gilli, Manfred +5 more
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Actuarial Mathematics and Its Applications in Quantitative Finance
2010We introduce actuarial mathematics and its applications in quantitative finance. First, we introduce the traditional actuarial interest functions and use them to price different types of insurance contracts and annuities. Based on the equivalence principle, risk premiums for different payment schemes are calculated.
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Mathematical and Statistical Methods for Actuarial Sciences and Finance
, 2014 The interaction between mathematicians and statisticians working in the actuarial and financial fields is producing numerous meaningful scientific results.
vari, Perna, Cira, Sibillo, Marilena
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Many portfolio construction tasks in quantitative finance can be formulated as convex cone programs, notably linear programs (LP), second-order cone programs (SOCP), and semidefinite programs (SDP). In parallel, a line of work in quantum algorithms treats convex optimization-especially SDP-through multiplicative weights (MW) updates that implicitly ...
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Copulae in Mathematical and Quantitative Finance
2013Jaworski P, Durante F, Haerdle WK
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