The Quantitative Finance (q-fin) archive (12/2008)
The Quantitative Finance archive (q-fin) was introduced 1 December 2008.
Subject categories of the q-fin archive:
- q-fin.CP - Computational Finance
Development of computational methods and their applications to financial markets, including Monte Carlo, PDE, lattice and other analytical and numerical methods.
Moderators: Rama Cont (Columbia U.), Peter Forsyth (U. Waterloo) - q-fin.GN - General Finance
Development of general quantitative methodologies with applications in financial markets and economics.
Moderators: Arthur Berd (CFM) - q-fin.PM - Portfolio Management
Models for portfolio selection and optimization, capital allocation and investment strategies.
Moderators: Arthur Berd (CFM), Lisa Goldberg (MSCI/BARRA) - q-fin.PR - Pricing of Securities
Models for pricing, hedging and relative valuation of traded securities, their derivatives, and structured products.
Moderators: Alex Lipton (Merrill Lynch), Rama Cont (Columbia U.) - q-fin.RM - Risk Management
Methodologies for measuring and managing financial risks in trading, banking, insurance, corporate and other applications.
Moderators: Barry Schachter (Moore Capital), Nigel Goldenfeld (UIUC) - q-fin.ST - Statistical Finance
Statistical, econometric and econophysics analyses with applications to financial markets and economic data.
Moderators: Lisa Borland (EvA), Christian Silva (EvA) - q-fin.TR - Trading and Microstructure
Market Models of market microstructure, liquidity, exchange and auction design, automated (electronic) trading, agent-based modeling and market-making.
Moderators: Jean-Philippe Bouchaud (CFM)
Articles in the q-fin archive are also listed and indexed as a working paper series on EconPapers and other RePEc services.
Quantitative Finance Advisory Committee
The advisory committee members serve as consultants to the Cornell University Library and to the arXiv scientific advisory board. All arXiv policy decisions are ultimately made by Cornell University Library.
Coordinators:
- Arthur M. Berd
- Head of OTC and Macro Vol Strategies, Capital Fund Management
- Jean-Philippe Bouchaud
- Chairman and Chief Scientist, Capital Fund Management
Editor-in-Chief, Quantitative Finance
Advisory committee (in alphabetical order):
- Lisa Borland
- Head of Derivatives Research, Evnine & Associates
- Peter Carr
- Head of Quantitative Research, Bloomberg LP
Director of Math Finance Program, NYU Courant Institute - J. Doyne Farmer
- Professor, Santa Fe Institute
Founder, Prediction Company - Robert A. Jarrow
- Ronald and Susan Lynch Professor of Investment Management,
Johnson School of Business, Cornell University
Co-Founder and Board Member, Kamakura Corp. - Alex Lipton
- Managing Director, Global Head of Credit Derivatives Analytics, Merrill Lynch & Co.
Visiting Professor, Department of Mathematics, Imperial College