Publication Name: Quantitative Finance
Brief description: An interdisciplinary forum for presenting both theoretical and empirical approaches and offers rapid publication of original new work with high standards of quality.
Publication URL: link
RSS Feed: link
Owner Name: Taylor and Francis
Joined: August 20th, 2011
Quantitative Finance wrote a new blog post titled Pricing variance and volatility swaps in a stochastic volatility model with regime switching: discrete observations case
Quantitative Finance wrote a new blog post titled A strategy-proof test of portfolio returns
Quantitative Finance wrote a new blog post titled Statistical finance at the École Polytechnique, Paris: the informal FIESTA research group
About:
184/304 (Economics) and
33/42 (Social Sciences, Mathematical Methods)
Quantitative Finance covers such applications as:
- Agent-based modelling
- Anomalies in prices
- Asset-liability modelling
- Behavioural finance
- Bounded rationality
- Corporate finance
- Corporate valuation
- Derivatives pricing and hedging
- Evolutionary game theory
- Experimental finance
- Extreme risks and insurance
- Financial econometrics
- Financial engineering
- Learning adaptation
- Liquidity modelling
- Market dynamics and prediction
- Market microstructure
- Operational risk modelling
- Portfolio management
- Price formation
- Risk management
- Trading systems
- Web-based financial services
Peer Review Policy:
All research articles in this journal have undergone rigorous peer review, based on initial editor screening and refereeing by two anonymous referees. It is the aim of the editorial office to confirm a first decision on submitted manuscripts within six months.
Blogs
