|
gptkbp:instanceOf
|
gptkb:academic
|
|
gptkbp:appliesTo
|
gptkb:insurance
asset management
trading
hedge funds
investment banking
|
|
gptkbp:degree
|
PhD in Quantitative Finance
Master of Science in Quantitative Finance
|
|
gptkbp:employs
|
gptkb:merchant
risk analysts
financial engineers
quants
|
|
gptkbp:focusesOn
|
risk management
portfolio management
derivatives pricing
mathematical modeling of financial markets
|
|
https://www.w3.org/2000/01/rdf-schema#label
|
Quant. Finance
|
|
gptkbp:includes
|
option pricing
algorithmic trading
credit risk modeling
interest rate modeling
market risk modeling
|
|
gptkbp:notableBook
|
gptkb:Options,_Futures,_and_Other_Derivatives
gptkb:Paul_Wilmott_Introduces_Quantitative_Finance
Financial Calculus
|
|
gptkbp:notableModel
|
gptkb:GARCH_model
gptkb:Monte_Carlo_simulation
gptkb:Black-Scholes_model
gptkb:CAPM
Binomial options pricing model
Value at Risk (VaR)
|
|
gptkbp:notablePerson
|
gptkb:Robert_C._Merton
gptkb:Myron_Scholes
gptkb:Fischer_Black
gptkb:Paul_Wilmott
gptkb:Emanuel_Derman
|
|
gptkbp:notablePublication
|
gptkb:Mathematical_Finance
gptkb:Quantitative_Finance
Journal of Computational Finance
|
|
gptkbp:relatedTo
|
gptkb:computational_finance
actuarial science
econometrics
financial engineering
|
|
gptkbp:taughtAt
|
gptkb:Columbia_University
gptkb:ETH_Zurich
gptkb:New_York_University
gptkb:Princeton_University
|
|
gptkbp:uses
|
gptkb:stochastic_process
statistics
computer programming
numerical methods
|
|
gptkbp:bfsParent
|
gptkb:Quantitative_Finance_(journal)
|
|
gptkbp:bfsLayer
|
8
|