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Quantitative Finance, Ahead of Print.
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View ArticleAfter the Music Stopped: The Financial Crisis, the Response, and the Work Ahead
Quantitative Finance, Volume 14, Issue 9, Page 1513-1515, September 2014.
View ArticleApplications sought for book review editor from 2015
Quantitative Finance, Volume 14, Issue 9, Page 1518-1518, September 2014.
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Quantitative Finance, Volume 14, Issue 9, Page 1503-1511, September 2014.
View ArticleA Lévy HJM multiple-curve model with application to CVA computation
Quantitative Finance, Ahead of Print.
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Quantitative Finance, Ahead of Print.
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Two-step methods in VaR prediction and the importance of fat tails
The frontiers of finance are shifting rapidly, driven in part by the increasing use of quantitative methods in the field. Quantitative Finance welcomes original research articles that reflect the...
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