Quantitative Finance

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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
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  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
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  recent,
  current month)

  Security selection and optimization, capital allocation, investment strategies and performance measurement

• q-fin.PR – Pricing of Securities
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  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
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  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