Quantitative Finance Resources

Computational methods, including Monte Carlo, PDE, lattice and other numerical methods with applications to financial modeling

Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside of finance

Development of general quantitative methodologies with applications in finance

Mathematical and analytical methods of finance, including stochastic, probabilistic and functional analysis, algebraic, geometric and other methods

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

Valuation and hedging of financial securities, their derivatives, and structured products

Measurement and management of financial risks in trading, banking, insurance, corporate and other applications

Statistical, econometric and econophysics analyses with applications to financial markets and economic data

Market microstructure, liquidity, exchange and auction design, automated trading, agent-based modeling and market-making