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
  11. Foreign Exchange Derivatives
  12. History of Quantitative Modeling in Finance
    1. Arbitrage: Historical Perspectives
    2. Arrow, Kenneth
    3. Bachelier, Louis (1870–1946)
    4. Bernoulli, Jacob
    5. Black, Fischer
    6. Bubbles and Crashes
    7. Econophysics
    8. Efficient Markets Theory: Historical Perspectives
    9. Fisher, Irving
    10. Itô, Kiyosi (1915–2008)
    11. Kolmogorov, Andrei Nikolaevich
    12. Long-Term Capital Management
    13. Mandelbrot, Benoit
    14. Markowitz, Harry
    15. Merton, Robert C.
    16. Modern Portfolio Theory
    17. Modigliani, Franco
    18. Option Pricing Theory: Historical Perspectives
    19. Ross, Stephen
    20. Rubinstein, Edward Mark
    21. Samuelson, Paul A.
    22. Sharpe, William F.
    23. Thorp, Edward
    24. Treynor, Lawrence Jack
    25. Utility Theory: Historical Perspectives
  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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