Quantitative Finance and Risk Management
Latest Publications

TOTAL DOCUMENTS

54

(FIVE YEARS 0)

H-INDEX

1

(FIVE YEARS 0)

Published By WORLD SCIENTIFIC

9789812387127, 9789812562593

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

The Macro-Micro Yield-Curve Model (Tech. Index 5/10)

Quantitative Finance and Risk Management ◽

10.1142/9789812562593_0050 ◽

2004 ◽

pp. 717-730

Keyword(s):

Yield Curve ◽

Curve Model

The Reggeon Field Theory, Fat Tails, Chaos (Tech. Index 10/10)

Quantitative Finance and Risk Management ◽

10.1142/9789812562593_0046 ◽

2004 ◽

pp. 631-638

Keyword(s):

Field Theory ◽

Fat Tails ◽

Reggeon Field Theory

Path Integrals and Options I: Introduction (Tech. Index 7/10)

Quantitative Finance and Risk Management ◽

10.1142/9789812562593_0042 ◽

2004 ◽

pp. 505-558

Keyword(s):

Path Integrals

Wishart's Theorem and Fisher's Transform (Tech. Index 9/10)

Quantitative Finance and Risk Management ◽

10.1142/9789812562593_0038 ◽

2004 ◽

pp. 461-473

Strategic Computing (Tech. Index 3/10)

Quantitative Finance and Risk Management ◽

10.1142/9789812562593_0035 ◽

2004 ◽

pp. 441-447

Systems Issues Overview (Tech. Index 2/10)

Quantitative Finance and Risk Management ◽

10.1142/9789812562593_0034 ◽

2004 ◽

pp. 431-440

Keyword(s):

Index 2

Models for Correlation Dynamics, Uncertainties (Tech. Index 6/10)

Quantitative Finance and Risk Management ◽

10.1142/9789812562593_0025 ◽

2004 ◽

pp. 329-339

Optimally Stressed PD Correlation Matrices (Tech. Index 7/10)

Quantitative Finance and Risk Management ◽

10.1142/9789812562593_0024 ◽

2004 ◽

pp. 319-328

Keyword(s):

Correlation Matrices

Stressed Correlations and Random Matrices (Tech. Index 5/10)

Quantitative Finance and Risk Management ◽

10.1142/9789812562593_0023 ◽

2004 ◽

pp. 307-317

Keyword(s):

Random Matrices

Two More Case Studies (Tech. Index 5/10)

Quantitative Finance and Risk Management ◽

10.1142/9789812562593_0014 ◽

2004 ◽

pp. 183-200

Keyword(s):

Case Studies