Encyclopedia of Quantitative Finance

Encyclopedia of Quantitative Finance

Online ISBN: 9780470061602

DOI: 10.1002/9780470061602

Editor(s): Rama Cont

Browse by Topic

  1. Actuarial Methods
  2. Arbitrage Theory
  3. Asset Allocation & Portfolio Optimization
  4. Asset Pricing Models
  5. Credit Derivatives
  6. Credit Risk
  7. Energy & Commodity Derivatives
  8. Equity Derivatives: Pricing Models
  9. Equity Derivatives: Products & Strategies
  10. Financial Econometrics
    1. Autoregressive Moving Average (ARMA) Processes
    2. Copulas In Econometrics
    3. Duration Models
    4. Econometrics of Diffusion Models
    5. Econometrics of Option Pricing
    6. Entropy-Based Estimation
    7. Extreme Value Theory
    8. Factor Models
    9. Garch Models
    10. Generalized Method of Moments (GMM)
    11. Jump Processes
    12. Long Range Dependence
    13. Market Microstructure Effects
    14. Measurements Errors
    15. Mixed Data Sampling
    16. Mixture of Distribution Hypothesis
    17. Multifractals
    18. Pricing Kernels
    19. Random Matrix Theory
    20. Realized Volatility and Multipower Variation
    21. Risk Measures: Statistical Estimation
    22. Simulation-Based Estimation
    23. Stochastic Volatility Models
    24. Stochastic Volatility Models: Extremal Behavior
    25. Stylized Properties of Asset Returns
    26. Time Change
    27. Volatility
  11. Foreign Exchange Derivatives
  12. History of Quantitative Modeling in Finance
  13. Interest Rate Derivatives
  14. Market Microstructure
  15. Mathematical Tools
  16. Option Pricing: Fundamentals
  17. PDEs and Computational Methods
  18. Risk Management
  19. Simulation Methods in Financial Engineering

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