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

The Resource
Quantitative Finance
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The concept

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

## Context

Context of Quantitative Finance#### Subject of

- A Benchmark Approach to Quantitative Finance
- A Course in Credibility Theory and its Applications
- A Course in Derivative Securities : Introduction to Theory and Computation
- A Game Theory Analysis of Options : Corporate Finance and Financial Intermediation in Continuous Time
- A Structural Framework for the Pricing of Corporate Securities : Economic and Empirical Issues
- Actuarial Sciences and Quantitative Finance : ICASQF, Bogotá, Colombia, June 2014
- Advanced Mathematical Methods for Finance
- Advances in Dynamic Game Theory : Numerical Methods, Algorithms, and Applications to Ecology and Economics
- Advances in Dynamic Games : Applications to Economics, Management Science, Engineering, and Environmental Management
- Advances in Experimental Markets
- Advances in Mathematical Economics Volume 7
- Advances in Mathematical Finance
- Advances in Social Science Research Using R
- Affine Diffusions and Related Processes: Simulation, Theory and Applications
- An Introduction to Continuous-Time Stochastic Processes : Theory, Models, and Applications to Finance, Biology, and Medicine
- An Introduction to Continuous-Time Stochastic Processes : Theory, Models, and Applications to Finance, Biology, and Medicine
- An Introduction to Continuous-Time Stochastic Processes : Theory, Models, and Applications to Finance, Biology, and Medicine
- An Introduction to Copulas
- An Introduction to Socio-Finance
- An Introduction to the Mathematics of Money : Saving and Investing
- Analytically Tractable Stochastic Stock Price Models
- Applications of Fourier Transform to Smile Modeling : Theory and Implementation
- Applied Econometrics with R
- Applied Multivariate Statistical Analysis
- Applied Multivariate Statistical Analysis
- Applied Quantitative Finance
- Applied Stochastic Control of Jump Diffusions
- Aspects of Mathematical Finance
- Asset Prices, Booms and Recessions : Financial Economics from a Dynamic Perspective
- Asset Pricing : Modeling and Estimation
- Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications : BSDEs with Jumps
- Bank Management and Control : Strategy, Capital and Risk Management
- Binomial Models in Finance
- Biologically Inspired Algorithms for Financial Modelling
- Bond Portfolio Optimization
- Bubbles and Crashes in Experimental Asset Markets
- Business Statistics for Competitive Advantage with Excel 2007 : Basics, Model Building and Cases
- Calcolo stocastico per la finanza
- Change of Time Methods in Quantitative Finance
- Complex Systems in Finance and Econometrics
- Complex and Chaotic Nonlinear Dynamics : Advances in Economics and Finance, Mathematics and Statistics
- Computational Finance : An Introductory Course with R
- Computational Financial Mathematics using MATHEMATICA® : Optimal Trading in Stocks and Options
- Computational Methods for Quantitative Finance : Finite Element Methods for Derivative Pricing
- Computational Methods in Financial Engineering : Essays in Honour of Manfred Gilli
- Concentration Risk in Credit Portfolios
- Consistency Problems for Heath-Jarrow-Morton Interest Rate Models
- Contemporary Quantitative Finance : Essays in Honour of Eckhard Platen
- Continuous-time Stochastic Control and Optimization with Financial Applications
- Contract Theory in Continuous-Time Models
- Controlled Markov Processes and Viscosity Solutions
- Copulae in Mathematical and Quantitative Finance : Proceedings of the Workshop Held in Cracow, 10-11 July 2012
- Corporate Finance, Innovation, and Strategic Competition
- Credit Risk : Measurement, Evaluation and Management
- Credit Risk Pricing Models : Theory and Practice
- Current Topics in Quantitative Finance
- Default Risk in Bond and Credit Derivatives Markets
- Derivative Pricing in Discrete Time
- Derivative Securities and Difference Methods
- Design of Master Agreements for OTC Derivatives
- Discrete Time Series, Processes, and Applications in Finance
- Econometrics of Risk
- Economic Dynamics and General Equilibrium : Time and Uncertainty
- Economic Foundation of Asset Price Processes
- Empirical Techniques in Finance
- Esercizi di finanza matematica
- Estimation in Conditionally Heteroscedastic Time Series Models
- Exponential Functionals of Brownian Motion and Related Processes
- Extracting Knowledge From Time Series : An Introduction to Nonlinear Empirical Modeling
- Extreme Financial Risks : From Dependence to Risk Management
- FPGA Based Accelerators for Financial Applications
- Finance with Monte Carlo
- Financial Derivatives Modeling
- Financial Economics : A Concise Introduction to Classical and Behavioral Finance
- Financial Intermediation and Deregulation : A Critical Analysis of Japanese Bank-Firm Relationships
- Financial Markets Theory : Equilibrium, Efficiency and Information
- Financial Markets in Continuous Time
- 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 Mathematics : Theory and Problems for Multi-period Models
- Financial Modeling : A Backward Stochastic Differential Equations Perspective
- Financial Modeling Under Non-Gaussian Distributions
- Financial Modeling, Actuarial Valuation and Solvency in Insurance
- Financial Modelling
- Financial Risk Management with Bayesian Estimation of GARCH Models : Theory and Applications
- Financial Risk in Insurance
- Finanza matematica : Teoria e problemi per modelli multiperiodali
- Fixed-Income Portfolio Analytics : A Practical Guide to Implementing, Monitoring and Understanding Fixed-Income Portfolios
- Fluctuations of Lévy Processes with Applications : Introductory Lectures
- Forecasting and Hedging in the Foreign Exchange Markets
- Foreign-Exchange-Rate Forecasting with Artificial Neural Networks
- Forward-Backward Stochastic Differential Equations and their Applications
- Functionals of Multidimensional Diffusions with Applications to Finance
- Fundamentals of Stochastic Filtering
- 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 Computational and Numerical Methods in Finance
- Handbook of Financial Engineering
- Handbook of Financial Time Series
- Handbook of Portfolio Construction : Contemporary Applications of Markowitz Techniques
- Handbook of Quantitative Finance and Risk Management
- Hidden Collective Factors in Speculative Trading : A Study in Analytical Economics
- High Frequency Financial Econometrics : Recent Developments
- Imperfect Information and Investor Heterogeneity in the Bond Market
- Implementing Models in Quantitative Finance: Methods and Cases
- Implicit Embedded Options in Life Insurance Contracts : A Market Consistent Valuation Framework
- In Memoriam Paul-André Meyer - Séminaire de Probabilités XXXIX
- Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance
- Innovations in Quantitative Risk Management : TU München, September 2013
- Inspired by Finance : The Musiela Festschrift
- Interest Rate Derivatives : Valuation, Calibration and Sensitivity Analysis
- Interest Rate Modeling: Post-Crisis Challenges and Approaches
- Interest Rate Models - Theory and Practice : With Smile, Inflation and Credit
- Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
- Intertemporal Asset Pricing : Evidence from Germany
- 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 Integration
- Introduction to the Mathematics of Finance : Arbitrage and Option Pricing
- Introductory Lectures on Fluctuations of Lévy Processes with Applications
- Introduzione alla finanza matematica : Derivati, prezzi e coperture
- Investment Strategies Optimization based on a SAX-GA Methodology
- Java Methods for Financial Engineering : Applications in Finance and Investment
- Large Deviations and Asymptotic Methods in Finance
- Lectures on Probability Theory and Statistics : Ecole d'Eté de Probabilités de Saint-Flour XXX - 2000
- Leveraged Exchange-Traded Funds : Price Dynamics and Options Valuation
- Linear and Mixed Integer Programming for Portfolio Optimization
- Local Regression and Likelihood
- Loeb Measures in Practice: Recent Advances : EMS Lectures 1997
- Lundberg Approximations for Compound Distributions with Insurance Applications
- Malliavin Calculus and Stochastic Analysis : A Festschrift in Honor of David Nualart
- Malliavin Calculus for Lévy Processes with Applications to Finance
- Managed Futures : Versichern Sie Ihr Portfolio: Chancen, Mechanismen und Strategien
- Market-Conform Valuation of Options
- Market-Consistent Actuarial Valuation
- Markov Decision Processes with Applications to Finance
- Martingale Methods in Financial Modelling
- Mathematical Control Theory and Finance
- Mathematical Finance and Probability : A Discrete Introduction
- Mathematical Financial Economics : A Basic Introduction
- Mathematical Methods for Financial Markets
- Mathematical Modeling of Collective Behavior in Socio-Economic and Life Sciences
- Mathematical Models of Financial Derivatives
- 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
- Mathematical and Statistical Methods for Actuarial Sciences and Finance
- Mathematics for Finance : An Introduction to Financial Engineering
- Measuring Risk in Complex Stochastic Systems
- Misurare e gestire il rischio finanziario
- Modeling Financial Time Series with S-PLUS®
- Modelling Irregularly Spaced Financial Data : Theory and Practice of Dynamic Duration Models
- Modern Actuarial Risk Theory : Using R
- Modern Portfolio Optimization with NuOPTTM, S-PLUS®, and S+BayesTM
- Modern Stochastics and Applications
- Modular Pricing of Options : An Application of Fourier Analysis
- Monte Carlo and Quasi-Monte Carlo Methods 2002 : Proceedings of a Conference held at the National University of Singapore, Republic of Singapore, November 25–28, 2002
- Monte Carlo and Quasi-Monte Carlo Methods 2004
- Monte Carlo and Quasi-Monte Carlo Methods 2006
- Monte Carlo and Quasi-Monte Carlo Methods 2010
- Multicriteria Analysis in Finance
- Multicriteria Portfolio Management
- Multifractal Financial Markets : An Alternative Approach to Asset and Risk Management
- Natural Computing Algorithms
- Networks, Topology and Dynamics : Theory and Applications to Economics and Social Systems
- Neutral and Indifference Portfolio Pricing, Hedging and Investing : With applications in Equity and FX
- New Trends in Banking Management
- Non-Life Insurance Mathematics : An Introduction with Stochastic Processes
- Non-Life Insurance Mathematics : An Introduction with the Poisson Process
- Non-Life Insurance Pricing with Generalized Linear Models
- Nonlinear Time Series : Nonparametric and Parametric Methods
- Numerical Methods in Finance : Bordeaux, June 2010
- Numerical Solution of Stochastic Differential Equations with Jumps in Finance
- Optimal Control Theory : Applications to Management Science and Economics
- Optimal Investment
- Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets
- Optimal Risk-Return Trade-Offs of Commercial Banks : and the Suitability of Profitability Measures for Loan Portfolios
- Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE
- Optimal Stopping and Free-Boundary Problems
- Optimisation et contrôle stochastique appliqués à la finance
- Optimisation, Econometric and Financial Analysis
- Option Prices as Probabilities : A New Look at Generalized Black-Scholes Formulae
- Option Pricing in Fractional Brownian Markets
- Option Theory with Stochastic Analysis : An Introduction to Mathematical Finance
- Options and Derivatives Programming in C++ : Algorithms and Programming Techniques for the Financial Industry
- PDE and Martingale Methods in Option Pricing
- 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
- Paris-Princeton Lectures on Mathematical Finance 2013 : Editors: Vicky Henderson, Ronnie Sircar
- Peacocks and Associated Martingales, with Explicit Constructions
- Point Process Theory and Applications : Marked Point and Piecewise Deterministic Processes
- Portfolio Analytics : An Introduction to Return and Risk Measurement
- Portfolio Management with Heuristic Optimization
- Portfolio Optimization Using Fundamental Indicators Based on Multi-Objective EA
- Portfolio Selection and Asset Pricing
- Portfolios of Real Options
- Pricing Interest-Rate Derivatives : A Fourier-Transform Based Approach
- Pricing and Risk Management of Synthetic CDOs
- Pricing in (In)Complete Markets : Structural Analysis and Applications
- Pricing of Bond Options : Unspanned Stochastic Volatility and Random Field Models
- Pricing of Derivatives on Mean-Reverting Assets
- Private Equity Exits : Divestment Process Management for Leveraged Buyouts
- Probability Essentials
- Probability and Statistical Models : Foundations for Problems in Reliability and Financial Mathematics
- Progress in Industrial Mathematics at ECMI 2010
- Quantitative Assessment of Securitisation Deals
- Quantitative Energy Finance : Modeling, Pricing, and Hedging in Energy and Commodity Markets
- Real Estate Investment : A Value Based Approach
- Real Options Valuation : The Importance of Interest Rate Modelling in Theory and Practice
- Real Options Valuation : The Importance of Interest Rate Modelling in Theory and Practice
- Real Options and Intellectual Property : Capital Budgeting Under Imperfect Patent Protection
- Recursions for Convolutions and Compound Distributions with Insurance Applications
- Reduced Order Systems
- Risk Assessment : Decisions in Banking and Finance
- Risk Management : Challenge and Opportunity
- Risk Management in Credit Portfolios : Concentration Risk and Basel II
- Risk Measurement, Econometrics and Neural Networks : Selected Articles of the 6th Econometric-Workshop in Karlsruhe, Germany
- Risk Measures and Attitudes
- Risk and Asset Allocation
- Risk and Portfolio Analysis : Principles and Methods
- Scenario Logic and Probabilistic Management of Risk in Business and Engineering
- Selected Aspects of Fractional Brownian Motion
- Selected Works of C.C. Heyde
- Semi-Markov Risk Models for Finance, Insurance and Reliability
- Seminaire de Probabilites XXXV
- Semiparametric Modeling of Implied Volatility
- Set Optimization and Applications - The State of the Art : From Set Relations to Set-Valued Risk Measures
- Simulation and Inference for Stochastic Differential Equations : With R Examples
- Soft Computing for Risk Evaluation and Management : Applications in Technology, Environment and Finance
- Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance
- Statistical Analysis of Financial Data in S-Plus
- Statistical Inference for Financial Engineering
- Statistical Models and Methods for Financial Markets
- Statistical Physics and Economics : Concepts, Tools, and Applications
- Statistical Tools for Finance and Insurance
- Statistics and Data Analysis for Financial Engineering : with R examples
- Statistics of Financial Markets : An Introduction
- Statistics of Financial Markets : An Introduction
- Statistics of Financial Markets : Exercises and Solutions
- Statistics of Financial Markets : Exercises and Solutions
- Stochastic Analysis and Applications : The Abel Symposium 2005
- Stochastic Analysis for Finance with Simulations
- Stochastic Analysis with Financial Applications : Hong Kong 2009
- Stochastic Calculus and Applications
- Stochastic Calculus and Financial Applications
- Stochastic Calculus of Variations in Mathematical Finance
- Stochastic Differential Equations in Infinite Dimensions : with Applications to Stochastic Partial Differential Equations
- 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 Processes : From Physics to Finance
- Stochastic Simulation and Monte Carlo Methods : Mathematical Foundations of Stochastic Simulation
- Stochastic Simulation: Algorithms and Analysis
- Stock Market Modeling and Forecasting : A System Adaptation Approach
- Strategic Trading in Illiquid Markets
- Studies of Credit and Equity Markets with Concepts of Theoretical Physics
- Séminaire de Probabilités 1967-1980 : A Selection in Martingale Theory
- Séminaire de Probabilités XXXVI
- Term Structure Modeling and Estimation in a State Space Framework
- The Basel II Risk Parameters : Estimation, Validation, Stress Testing - with Applications to Loan Risk Management
- The Basel II Risk Parameters : Estimation, Validation, and Stress Testing
- The Crossing of Heaven : Memoirs of a Mathematician
- The Econometrics of Sequential Trade Models : Theory and Applications Using High Frequency Data
- The Economics of Foreign Exchange and Global Finance
- The Interval Market Model in Mathematical Finance : Game-Theoretic Methods
- The Market Approach to Comparable Company Valuation
- The Mathematics of Arbitrage
- The Measurement of Market Risk : Modelling of Risk Factors, Asset Pricing, and Approximation of Portfolio Distributions
- The New Capital Markets in Central and Eastern Europe
- The Price of Fixed Income Market Volatility
- The Value of Information Updating in New Product Development
- Tools for Computational Finance
- Tools for Computational Finance
- Topics in Numerical Methods for Finance
- Trading Systems : Theory and Immediate Practice
- Uncertain Differential Equations
- Uncertain Volatility Models : Theory and Application
- Valuation of Network Effects in Software Markets : A Complex Networks Approach
- Venture Capital : A Euro-System Approach
- Weather Derivatives : Modeling and Pricing Weather-Related Risk
- Wiener Chaos: Moments, Cumulants and Diagrams : A survey with Computer Implementation

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