Quantitative finance is the study of mathematical methods and numerical solution procedures for pricing, hedging, and general decision problems in finance and economics. The field of quantitative finance has experienced a tremendous development in recent years owing to rapid advances in stochastic calculus, optimization technology, and the ongoing information revolution. This track emphasizes the increasing importance of quantitative models and algorithmic methods in investment and risk management applications. The subject coverage of this track includes, but is not limited to the following particular topics:
The track is strongly connected with the 4th International Conference on Computational and Financial Econometrics (CFE'10) and the Computational Statistics and Data Analysis. Papers containing strong computational statistics or econometric components or substantive data-analytic elements will be considered for publication in the CSDA Annals of Computational and Financial Econometrics.
Submissions to this track should be directed to the (CFE'10) which takes place jointly with the ERCIM10 conference.