Quantitative Finance – Page 32 – School of Management

Quantitative Finance

Rating frailty, Bayesian updates, and portfolio credit risk analysis*

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By Shang Bu, 3 years ago

Quantitative Finance

A new representation of the risk-neutral distribution and its applications

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By Zhenyu Cui, 3 years ago

Quantitative Finance

Proper fund size: a perspective from both investors and fund managers

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By Linlin Zhang, 3 years ago

Quantitative Finance

Conditions for bubbles to arise under heterogeneous beliefs

Volume 22, Issue 3, March 2022, Page 409-421.

By Seunghyun Lee, 3 years ago

Quantitative Finance

Are missing values important for earnings forecasts? A machine learning perspective

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By Ajim Uddin, 3 years ago

Quantitative Finance

A generalized Esscher transform for option valuation with regime switching risk

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By R. J. Elliott, 3 years ago

Quantitative Finance

‘Too central to fail’ firms in bi-layered financial networks: linkages in the US corporate bond and stock markets

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By Abinash Mishra, 3 years ago

Quantitative Finance

What is the value of the cross-sectional approach to deep reinforcement learning?

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By Amine Mohamed Aboussalah, 3 years ago

Quantitative Finance

Short-dated smile under rough volatility: asymptotics and numerics

Volume 22, Issue 3, March 2022, Page 463-480.

By Peter K. Friz, 3 years ago

Quantitative Finance

Gram–Charlier methods, regime-switching and stochastic volatility in exponential Lévy models

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By Søren Asmussen, 3 years ago