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Categories within Quantitative Finance
- q-fin.CP – Computational Finance
(new,
recent,
current month)Computational methods, including Monte Carlo, PDE, lattice and other numerical methods with applications to financial modeling
- q-fin.EC – Economics
(new,
recent,
current month)q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
- q-fin.GN – General Finance
(new,
recent,
current month)Development of general quantitative methodologies with applications in finance
- q-fin.MF – Mathematical Finance
(new,
recent,
current month)Mathematical and analytical methods of finance, including stochastic, probabilistic and functional analysis, algebraic, geometric and other methods
- q-fin.PM – Portfolio Management
(new,
recent,
current month)Security selection and optimization, capital allocation, investment strategies and performance measurement
- q-fin.PR – Pricing of Securities
(new,
recent,
current month)Valuation and hedging of financial securities, their derivatives, and structured products
- q-fin.RM – Risk Management
(new,
recent,
current month)Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
- q-fin.ST – Statistical Finance
(new,
recent,
current month)Statistical, econometric and econophysics analyses with applications to financial markets and economic data
- q-fin.TR – Trading and Market Microstructure
(new,
recent,
current month)Market microstructure, liquidity, exchange and auction design, automated trading, agent-based modeling and market-making