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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 Manitoba Libraries**.

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

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- 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 Forward-Backward SDEs Approach to Pricing in Carbon Markets
- A History of British Actuarial Thought
- A Multivariate Claim Count Model for Applications in Insurance
- A Structural Framework for the Pricing of Corporate Securities : Economic and Empirical Issues
- A Time Series Approach to Option Pricing : Models, Methods and Empirical Performances
- Actuarial Sciences and Quantitative Finance : ICASQF, BogotÃ¡, Colombia, June 2014
- Actuarial Sciences and Quantitative Finance : ICASQF2016, Cartagena, Colombia, June 2016
- Advanced Mathematical Methods for Finance
- Advanced Modelling in Mathematical Finance : In Honour of Ernst Eberlein
- 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 Mathematical Economics Volume 7
- Advances in Mathematical Finance
- Advances in Social Science Research Using R
- Affine Diffusions and Related Processes: Simulation, Theory and Applications
- Algorithmic Differentiation in Finance Explained
- Ambit Stochastics
- 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 Mathematical Finance with Applications : Understanding and Building Financial Intuition
- An Introduction to Socio-Finance
- An Introduction to the Mathematics of Money : Saving and Investing
- Analytical Corporate 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
- Analytically Tractable Stochastic Stock Price Models
- Anomalies in Net Present Value, Returns and Polynomials, and Regret Theory in Decision-Making
- Applications of Fourier Transform to Smile Modeling : Theory and Implementation
- Applied Asset and Risk Management : A Guide to Modern Portfolio Management and Behavior-Driven Markets
- Applied Econometrics with R
- Applied Impulsive Mathematical Models
- Applied Multivariate Statistical Analysis
- Applied Multivariate Statistical Analysis
- Applied Multivariate Statistical Analysis
- Applied Quantitative Finance
- Applied Quantitative Finance
- Applied Stochastic Control of Jump Diffusions
- Applied Stochastic Control of Jump Diffusions
- Artificial Intelligence in Financial Markets : Cutting Edge Applications for Risk Management, Portfolio Optimization and Economics
- Aspects of Mathematical Finance
- Asset Management and Institutional Investors
- Asset Prices, Booms and Recessions : Financial Economics from a Dynamic Perspective
- 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
- Binomial Models in Finance
- Biologically Inspired Algorithms for Financial Modelling
- Bond Portfolio Optimization
- Brownian Motion, Martingales, and Stochastic Calculus
- 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
- Causal Inference in Econometrics
- 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 Management Science : State of the Art 2014
- 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
- Contagion! Systemic Risk in Financial Networks
- Contemporary Quantitative Finance : Essays in Honour of Eckhard Platen
- 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
- Continuous-time Stochastic Control and Optimization with Financial Applications
- Contract Theory in Continuous-Time Models
- Controlled Markov Processes and Viscosity Solutions
- 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
- Credit-Risk Modelling : Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python
- 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 Markov Bridges and Market Microstructure : Theory and Applications
- Dynamic Systems Models : New Methods of Parameter and State Estimation
- Econometrics of Risk
- Economic Foundations for Finance : From Main Street to Wall Street
- Economic and Financial Modelling with EViews : A Guide for Students and Professionals
- Electricity Derivatives
- Elements of Copula Modeling with R
- Emerging Technologies for Emerging Markets
- Empirical Techniques in Finance
- Enlargement of Filtration with Finance in View
- Esercizi di finanza matematica
- Estimation in Conditionally Heteroscedastic Time Series Models
- Ethics in Quantitative Finance : A Pragmatic Financial Market Theory
- 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 Decision Aid Using Multiple Criteria : Recent Models and Applications
- Financial Derivatives Modeling
- Financial Econometrics and Empirical Market Microstructure
- Financial Econometrics, Mathematics and Statistics : Theory, Method and Application
- Financial Economics : A Concise Introduction to Classical and Behavioral Finance
- Financial Economics : A Concise Introduction to Classical and Behavioral Finance
- Financial Markets Theory : Equilibrium, Efficiency and Information
- 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 with Forward-looking Information : An Intuitive Approach to Asset Pricing
- Financial Risk Management with Bayesian Estimation of GARCH Models : Theory and Applications
- Finanza matematica : Teoria e problemi per modelli multiperiodali
- 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 LÃ©vy 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
- Fourier-Malliavin Volatility Estimation : Theory and Practice
- From Statistics to Mathematical Finance : Festschrift in Honour of Winfried Stute
- Frontiers in Stochastic Analysisâ€“BSDEs, SPDEs and their Applications : Edinburgh, July 2017 Selected, Revised and Extended Contributions
- Functionals of Multidimensional Diffusions with Applications to Finance
- Fundamentals and Advanced Techniques in Derivatives Hedging
- Fundamentals of Stochastic Filtering
- 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
- 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
- Hands-On Value-at-Risk and Expected Shortfall : A Practical Primer
- High Frequency Financial Econometrics : Recent Developments
- 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
- Illustrating Finance Policy with Mathematica
- Implementing Models in Quantitative Finance: Methods and Cases
- Implicit Embedded Options in Life Insurance Contracts : A Market Consistent Valuation Framework
- In Memoriam Paul-AndrÃ© Meyer - SÃ©minaire de ProbabilitÃ©s XXXIX
- Independent Random Sampling Methods
- Innovations in Derivatives Markets : Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation
- Innovations in Quantitative Risk Management : TU MÃ¼nchen, 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
- Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
- 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
- Introduction to Stochastic Integration
- Introduction to the Mathematics of Finance : Arbitrage and Option Pricing
- Introductory Econometrics
- Introductory Lectures on Fluctuations of LÃ©vy 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
- Leveraged Exchange-Traded Funds : Price Dynamics and Options Valuation
- Linear and Mixed Integer Programming for Portfolio Optimization
- Malliavin Calculus and Stochastic Analysis : A Festschrift in Honor of David Nualart
- Malliavin Calculus for LÃ©vy Processes with Applications to Finance
- Market Microstructure and Nonlinear Dynamics : Keeping Financial Crisis in Context
- Market Timing with Moving Averages : The Anatomy and Performance of Trading Rules
- Market-Conform Valuation of Options
- Market-Consistent Actuarial Valuation
- Market-Consistent Actuarial Valuation
- Markov Decision Processes with Applications to Finance
- Martingale Methods in Financial Modelling
- Mathematical Control Theory and Finance
- 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
- Mathematical and Statistical Methods for Actuarial Sciences and Finance : MAF 2016
- Mathematics of Finance : An Intuitive Introduction
- Misurare e gestire il rischio finanziario
- Modeling Financial Time Series with S-PLUSÂ®
- Modelling German Covered Bonds
- Modelling in Life Insurance â€“ A Management Perspective
- Modern Actuarial Risk Theory : Using R
- Modern Portfolio Optimization with NuOPTTM, S-PLUSÂ®, and S+BayesTM
- Modern Problems in Insurance Mathematics
- Modern SABR Analytics : Formulas and Insights for Quants, Former Physicists and Mathematicians
- Modern Stochastics and Applications
- 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
- Multivariate Methods and Forecasting with IBMÂ® SPSSÂ® Statistics
- 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 Methods in Fixed Income Modeling : Fixed Income Modeling
- New Perspectives and Challenges in Econophysics and Sociophysics
- Non-Life Insurance Mathematics : An Introduction with the Poisson Process
- Non-Life Insurance Pricing with Generalized Linear Models
- Nonlinear Economic Dynamics and Financial Modelling : Essays in Honour of Carl Chiarella
- Nonlinear Expectations and Stochastic Calculus under Uncertainty : with Robust CLT and G-Brownian Motion
- Novel Methods in Computational Finance
- Numerical Methods in Finance : Bordeaux, June 2010
- Numerical Probability : An Introduction with Applications to Finance
- Numerical Solution of Stochastic Differential Equations with Jumps in Finance
- Optimal Investment
- 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 contrÃ´le stochastique appliquÃ©s Ã 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
- Options and Derivatives Programming in C++ : Algorithms and Programming Techniques for the Financial Industry
- PDE and Martingale Methods in Option Pricing
- Parallel Genetic Algorithms for Financial Pattern Discovery Using GPUs
- Parameter Estimation in Stochastic Differential Equations
- 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 Construction, Measurement, and Efficiency : Essays in Honor of Jack Treynor
- Portfolio Management with Heuristic Optimization
- Portfolio Optimization Using Fundamental Indicators Based on Multi-Objective EA
- Portfolios of Real Options
- Pricing Derivatives Under LÃ©vy Models : Modern Finite-Difference and Pseudo-Differential Operators Approach
- Pricing Interest-Rate Derivatives : A Fourier-Transform Based Approach
- Pricing and Risk Management of Synthetic CDOs
- 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 and Statistical Models : Foundations for Problems in Reliability and Financial Mathematics
- Progress in Industrial Mathematics at ECMI 2010
- Progress in Industrial Mathematics at ECMI 2012
- Quantitative Analysis and IBMÂ® SPSSÂ® 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
- Quantum Finance : Intelligent Forecast and Trading Systems
- 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 : From Quantitative Measures to Management Decisions
- Risk Measures and Attitudes
- Risk and Asset Allocation
- Risk and Portfolio Analysis : Principles and Methods
- Saddlepoint Approximation Methods in Financial Engineering
- 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
- 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
- Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance
- Statistical Analysis of Financial Data in R
- Statistical Inference for Financial Engineering
- Statistical Methods and Applications in Insurance and Finance : CIMPA School, Marrakech and Kelaat Mâ€™gouna, Morocco, April 2013
- Statistical Models and Methods for Financial Markets
- 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 : An Introduction
- Statistics of Financial Markets : Exercises and Solutions
- Statistics of Financial Markets : Exercises and Solutions
- Stochastic Analysis and Applications 2014 : In Honour of Terry Lyons
- 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 of Variations in Mathematical Finance
- Stochastic Differential Equations in Infinite Dimensions : with Applications to Stochastic Partial Differential Equations
- Stochastic Disorder Problems
- Stochastic Flows and Jump-Diffusions
- Stochastic Integration in Banach Spaces : Theory and Applications
- 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
- 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
- Supply Chain Finance : Integrating Operations and Finance in Global Supply Chains
- Sustainable Asset Accumulation and Dynamic Portfolio Decisions
- Technical Analysis for Algorithmic Pattern Recognition
- Tempered Stable Distributions : Stochastic Models for Multiscale Processes
- 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 Brownian Motion : A Rigorous but Gentle Introduction for Economists
- The Crossing of Heaven : Memoirs of a Mathematician
- The Economics of Foreign Exchange and Global Finance
- 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 Market Approach to Comparable Company Valuation
- The Mathematics of Arbitrage
- The Price of Fixed Income Market Volatility
- The Risk Management of Contingent Convertible (CoCo) Bonds
- The Value of Information Updating in New Product Development
- Tools for Computational Finance
- Tools for Computational Finance
- Tools for Computational Finance
- Topics in Numerical Methods for 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
- Uncertainty, Expectations and Asset Price Dynamics : Essays in Honor of Georges Prat
- Valuation of Network Effects in Software Markets : A Complex Networks Approach
- Weather Derivatives : Modeling and Pricing Weather-Related Risk
- Wiener Chaos: Moments, Cumulants and Diagrams : A survey with Computer Implementation
- Yield Curves and Forward Curves for Diffusion Models of Short Rates

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