#
Quantitative Finance
Resource Information
The concept ** Quantitative Finance** represents the subject, aboutness, idea or notion of resources found in **Boston University Libraries**.

The Resource
Quantitative Finance
Resource Information

The concept

**Quantitative Finance**represents the subject, aboutness, idea or notion of resources found in**Boston University Libraries**.- Label
- Quantitative Finance

## Context

Context of Quantitative Finance#### Subject of

- A Forward-Backward SDEs Approach to Pricing in Carbon Markets
- A History of British Actuarial Thought
- A Time Series Approach to Option Pricing : Models, Methods and Empirical Performances
- Actuarial Sciences and Quantitative Finance : ICASQF, Bogotá, Colombia, June 2014
- Actuarial Sciences and Quantitative Finance : ICASQF2016, Cartagena, Colombia, June 2016
- Advanced Modelling in Mathematical Finance : In Honour of Ernst Eberlein
- Affine Diffusions and Related Processes: Simulation, Theory and Applications
- Algorithmic Differentiation in Finance Explained
- An Introduction to Continuous-Time Stochastic Processes : Theory, Models, and Applications to Finance, Biology, and Medicine
- An Introduction to Mathematical Finance with Applications : Understanding and Building Financial Intuition
- An Introduction to Socio-Finance
- Analytical Finance: Volume I : The Mathematics of Equity Derivatives, Markets, Risk and Valuation
- Analytical Finance: Volume II : The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation
- Anomalies in Net Present Value, Returns and Polynomials, and Regret Theory in Decision-Making
- Applied Asset and Risk Management : A Guide to Modern Portfolio Management and Behavior-Driven Markets
- Applied Impulsive Mathematical Models
- Applied Multivariate Statistical Analysis
- Applied Quantitative Finance
- Applied multivariate statistical analysis
- Artificial Intelligence in Financial Markets : Cutting Edge Applications for Risk Management, Portfolio Optimization and Economics
- Asset Management and Institutional Investors
- Asymptotic Chaos Expansions in Finance : Theory and Practice
- Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory
- Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications : BSDEs with Jumps
- Bank Management and Control : Strategy, Capital and Risk Management
- Banking Beyond Banks and Money : A Guide to Banking Services in the Twenty-First Century
- Brownian Motion, Martingales, and Stochastic Calculus
- Causal Inference in Econometrics
- Change of Time Methods in Quantitative Finance
- Computational Management Science : State of the Art 2014
- Computational Methods for Quantitative Finance : Finite Element Methods for Derivative Pricing
- Computational finance : an introductory course with R
- Consistency Problems for Heath-Jarrow-Morton Interest Rate Models
- Contemporary Trends and Challenges in Finance : Proceedings from the 2nd Wroclaw International Conference in Finance
- Contemporary Trends and Challenges in Finance : Proceedings from the 3rd Wroclaw International Conference in Finance
- Continuous-Time Asset Pricing Theory : A Martingale-Based Approach
- Contract Theory in Continuous-Time Models
- Convex Duality and Financial Mathematics
- Copulae in Mathematical and Quantitative Finance : Proceedings of the Workshop Held in Cracow, 10-11 July 2012
- Credit Correlation : Theory and Practice
- Credit Risk Management : Pricing, Measurement, and Modeling
- Derivative Pricing in Discrete Time
- Derivative Securities and Difference Methods
- Derivative Security Pricing : Techniques, Methods and Applications
- Discrete Time Series, Processes, and Applications in Finance
- Dynamic Systems Models : New Methods of Parameter and State Estimation
- Econometrics of Financial High-Frequency Data
- Econometrics of Risk
- Electricity Derivatives
- Emerging Technologies for Emerging Markets
- Enlargement of Filtration with Finance in View
- Ethics in Quantitative Finance : A Pragmatic Financial Market Theory
- FPGA Based Accelerators for Financial Applications
- Finance with Monte Carlo
- Financial Decision Aid Using Multiple Criteria : Recent Models and Applications
- Financial Econometrics and Empirical Market Microstructure
- Financial Economics : A Concise Introduction to Classical and Behavioral Finance
- Financial Mathematics : Lectures given at the 3rd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone, Italy, July 8–13, 1996
- Financial Modeling : A Backward Stochastic Differential Equations Perspective
- Financial Modeling, Actuarial Valuation and Solvency in Insurance
- Financial Modelling with Forward-looking Information : An Intuitive Approach to Asset Pricing
- Fixed Income Analytics : Bonds in High and Low Interest Rate Environments
- Fixed-Income Portfolio Analytics : A Practical Guide to Implementing, Monitoring and Understanding Fixed-Income Portfolios
- Fluctuations of Lévy Processes with Applications : Introductory Lectures
- Forward-Backward Stochastic Differential Equations and their Applications
- Fourier-Malliavin Volatility Estimation : Theory and Practice
- From Statistics to Mathematical Finance : Festschrift in Honour of Winfried Stute
- Functionals of Multidimensional Diffusions with Applications to Finance
- Fundamentals and Advanced Techniques in Derivatives Hedging
- Future Perspectives in Risk Models and Finance
- General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions
- Generalized Hyperbolic Secant Distributions : With Applications to Finance
- Generated Dynamics of Markov and Quantum Processes
- German Covered Bonds : Overview and Risk Analysis of Pfandbriefe
- Global Analysis of Dynamic Models in Economics and Finance : Essays in Honour of Laura Gardini
- Grammar-Based Feature Generation for Time-Series Prediction
- Handbook of Financial Econometrics and Statistics
- Hands-On Value-at-Risk and Expected Shortfall : A Practical Primer
- Identifying Patterns in Financial Markets : New Approach Combining Rules Between PIPs and SAX
- Identifying Stock Market Bubbles : Modeling Illiquidity Premium and Bid-Ask Prices of Financial Securities
- In Memoriam Paul-André Meyer : Séminaire de Probabilités XXXIX
- Independent Random Sampling Methods
- Innovations in Derivatives Markets : Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation
- Innovations in Quantitative Risk Management : TU München, September 2013
- Inside Company Valuation
- Inspired by Finance : The Musiela Festschrift
- Interest Rate Derivatives : Valuation, Calibration and Sensitivity Analysis
- Interest Rate Modeling: Post-Crisis Challenges and Approaches
- International Finance and Open-Economy Macroeconomics
- Introduction to Financial Forecasting in Investment Analysis
- Introduction to Measure Theory and Functional Analysis
- Introduction to Quantitative Methods for Financial Markets
- Introduction to Quasi-Monte Carlo Integration and Applications
- Introduction to Stochastic Finance
- Introductory Econometrics
- Investment Strategies Optimization based on a SAX-GA Methodology
- Large Deviations and Asymptotic Methods in Finance
- Lectures on Probability Theory and Statistics : École d’Été de Probabilités de Saint-Flour XXX - 2000
- Leveraged Exchange-Traded Funds : Price Dynamics and Options Valuation
- Linear and Mixed Integer Programming for Portfolio Optimization
- Loeb Measures in Practice: Recent Advances
- Malliavin Calculus and Stochastic Analysis : A Festschrift in Honor of David Nualart
- Market Microstructure and Nonlinear Dynamics : Keeping Financial Crisis in Context
- Market Timing with Moving Averages : The Anatomy and Performance of Trading Rules
- Market-Consistent Actuarial Valuation
- Mathematical Financial Economics : A Basic Introduction
- Mathematical Risk Analysis : Dependence, Risk Bounds, Optimal Allocations and Portfolios
- Mathematical and Statistical Methods for Actuarial Sciences and Finance
- Mathematical and Statistical Methods for Actuarial Sciences and Finance
- Mathematical and Statistical Methods for Actuarial Sciences and Finance : MAF 2016
- Modelling in Life Insurance – A Management Perspective
- Modern Problems in Insurance Mathematics
- Modern Stochastics and Applications
- Multicriteria Analysis in Finance
- Multifractal Financial Markets : An Alternative Approach to Asset and Risk Management
- Multivariate Methods and Forecasting with IBM® SPSS® Statistics
- Natural Computing Algorithms
- Neutral and Indifference Portfolio Pricing, Hedging and Investing : With applications in Equity and FX
- New Methods in Fixed Income Modeling : Fixed Income Modeling
- Nonlinear Economic Dynamics and Financial Modelling : Essays in Honour of Carl Chiarella
- Novel Methods in Computational Finance
- Numerical Probability : An Introduction with Applications to Finance
- Optimal Investment
- Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE
- Options and Derivatives Programming in C++ : Algorithms and Programming Techniques for the Financial Industry
- Parallel Genetic Algorithms for Financial Pattern Discovery Using GPUs
- Parameter Estimation in Stochastic Differential Equations
- Paris-Princeton Lectures on Mathematical Finance 2002
- Paris-Princeton Lectures on Mathematical Finance 2003
- Paris-Princeton Lectures on Mathematical Finance 2004
- Paris-Princeton Lectures on Mathematical Finance 2010
- Portfolio Analytics : An Introduction to Return and Risk Measurement
- Portfolio Analytics : An Introduction to Return and Risk Measurement
- Portfolio Construction, Measurement, and Efficiency : Essays in Honor of Jack Treynor
- Portfolio Optimization Using Fundamental Indicators Based on Multi-Objective EA
- Pricing Derivatives Under Lévy Models : Modern Finite-Difference and Pseudo-Differential Operators Approach
- Progress in Industrial Mathematics at ECMI 2012
- Quantitative Analysis and IBM® SPSS® Statistics : A Guide for Business and Finance
- Quantitative Assessment of Securitisation Deals
- Quantitative Energy Finance : Modeling, Pricing, and Hedging in Energy and Commodity Markets
- Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory
- Reduced Order Systems
- Risk Measures and Attitudes
- Saddlepoint Approximation Methods in Financial Engineering
- Set Optimization and Applications - The State of the Art : From Set Relations to Set-Valued Risk Measures
- Soft Computing for Risk Evaluation and Management : Applications in Technology, Environment and Finance
- Statistical Analysis of Financial Data in R
- Statistical Inference for Financial Engineering
- Statistical Methods and Applications in Insurance and Finance : CIMPA School, Marrakech and El Kelaa M'gouna, Morocco, April 2013
- Statistical Physics and Economics: Concepts, Tools and Applications
- Statistics and Data Analysis for Financial Engineering : with R examples
- Statistics of Financial Markets : An Introduction
- Statistics of Financial Markets : Exercises and Solutions
- Stochastic Analysis and Applications 2014 : In Honour of Terry Lyons
- Stochastic Analysis for Finance with Simulations
- Stochastic Calculus and Applications
- Stochastic Integration in Banach Spaces : Theory and Applications
- Stochastic Methods in Finance : Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003
- Stochastic Optimization in Insurance : A Dynamic Programming Approach
- Stochastic Processes : From Physics to Finance
- Stochastic Processes and Calculus : An Elementary Introduction with Applications
- Stochastic Simulation and Monte Carlo Methods : Mathematical Foundations of Stochastic Simulation
- Stock Market Modeling and Forecasting : A System Adaptation Approach
- Supply Chain Finance : Integrating Operations and Finance in Global Supply Chains
- Sustainable Asset Accumulation and Dynamic Portfolio Decisions
- Séminaire de Probabilités XXXV
- Séminaire de Probabilités XXXVI
- Séminaire de probabilités 1967 - 1980 : A selection in martingale theory
- Technical Analysis for Algorithmic Pattern Recognition
- Tempered Stable Distributions : Stochastic Models for Multiscale Processes
- The Fascination of Probability, Statistics and their Applications : In Honour of Ole E. Barndorff-Nielsen
- The Interval Market Model in Mathematical Finance : Game-Theoretic Methods
- The Price of Fixed Income Market Volatility
- Tools for Computational Finance
- Tools for computational finance
- Trading Systems : Theory and Immediate Practice
- Trends in Mathematical Economics : Dialogues Between Southern Europe and Latin America
- Tychastic Measure of Viability Risk
- Uncertain Differential Equations
- Weather Derivatives : Modeling and Pricing Weather-Related Risk

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