A brief history of quantitative finance
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Publication:2296095
DOI10.1186/S41546-017-0018-3zbMath1432.91120OpenAlexW2620633996WikidataQ59614281 ScholiaQ59614281MaRDI QIDQ2296095
Publication date: 17 February 2020
Published in: Probability, Uncertainty and Quantitative Risk (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s41546-017-0018-3
History of mathematics in the 20th century (01A60) Derivative securities (option pricing, hedging, etc.) (91G20) Credit risk (91G40)
Cites Work
- The Pricing of Options and Corporate Liabilities
- Generalized autoregressive conditional heteroscedasticity
- MODERN LIBOR MARKET MODELS: USING DIFFERENT CURVES FOR PROJECTING RATES AND FOR DISCOUNTING
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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