Statements (52)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:academic
|
| gptkbp:alsoKnownAs |
financial engineering
|
| gptkbp:appliesTo |
risk management
financial markets derivatives pricing portfolio optimization |
| gptkbp:hasApplication |
gptkb:legislation
option pricing energy markets financial forecasting high-frequency trading financial econometrics asset pricing market microstructure structured finance volatility modeling algorithmic trading model validation structured products asset-liability management capital allocation scenario analysis insurance mathematics stress testing risk-neutral valuation credit derivatives real options analysis backtesting credit risk modeling cryptocurrency markets exotic derivatives hedging strategies interest rate modeling liquidity risk modeling market risk modeling systemic risk analysis |
| gptkbp:relatedTo |
mathematical finance
quantitative finance |
| gptkbp:studiedIn |
universities
|
| gptkbp:uses |
gptkb:partial_differential_equations
gptkb:machine_learning gptkb:stochastic_process gptkb:Monte_Carlo_methods gptkb:statistical_analysis finite difference methods numerical methods computer simulations |
| gptkbp:bfsParent |
gptkb:Master_of_Financial_Engineering
gptkb:Mathematics_in_Finance gptkb:quasi-Monte_Carlo_methods |
| gptkbp:bfsLayer |
6
|
| https://www.w3.org/2000/01/rdf-schema#label |
computational finance
|