Category:Quantitative finance

From LiteratePrograms

Software is used in four main areas in Quantitative Finance:

• Derivatives Pricing and Hedging (see for instance PREMIA)
  • Derivatives Pricing
  • Hedging
• Risk control
  • Value at Risk
  • Copula models
• Quantitative trading
  • High Frequency Finance
  • Market impact models
• Market economic modelling
  • Game theory

The most commonly used languages are:

• C++
• Visual Basic
• and more sophisticated tools (like S-plus or Matlab)

The most used algorithms are:

• Monte Carlo simulations
• Finite Difference methods

Financial Data providers

A crucial point in quantitative finance is to access to accurate data.

The main data provider are:

• Bloomberg
• Reuters
• Thomson Financial
  • See for instance the Matlab Thomson Financial DataStream data access article.

Some high level programming language as Matlab have Data access toolboxes.

External links

• Rapid Development and Deployment of a Financial Application (Matlab)
• The Thomson Datastream Research Extranet
• The Quantitative Finance Code Index

Subcategories

There are 2 subcategories to this category.

C

• Communities:Matlab Community for Quantitative Finance

M

• Monte Carlo simulation

Articles in category "Quantitative finance"

There are 8 articles in this category.

A Asian Option Pricing (MATLAB) H High Frequency Finance

M MATLAB Financial Toolbox Monte Carlo simulation (Matlab) P Probability distributions (MATLAB)

S Simple economic model (MATLAB) Swiss army knife MATLAB programs for quantitative finance T Thomson Financial DataStream data access (Matlab)