arXiv Quantitative Finance

q-fin.CP | Computational Finance | Computational methods, including Monte Carlo, PDE, lattice and other numerical methods with applications to financial modeling. The area focuses on numerical techniques in finance. Key topics include option pricing models. |

q-fin.EC | Economics | Overlaps with econ.GN. General economics with quantitative aspects. The area covers quantitative approaches to economic problems. |

q-fin.GN | General Finance | Development of general quantitative methodologies with applications to finance. The area includes broad financial studies. Key topics include financial engineering. |

q-fin.MF | Mathematical Finance | Mathematical and analytical methods of finance, including stochastic, probabilistic and functional analysis, algebraic, geometric and other methods. The area studies mathematical models in finance. Key topics include stochastic processes in finance. |

q-fin.PM | Portfolio Management | Security selection and optimization, capital allocation, investment strategies and performance measurement. The area focuses on investment management. Key topics include asset allocation. |

q-fin.PR | Pricing of Securities | Valuation and hedging of financial securities, their derivatives, and structured products. The area studies pricing models. Key topics include derivative pricing. |

q-fin.RM | Risk Management | Measurement and management of financial risks in trading, banking, insurance, corporate and other applications. The area focuses on risk assessment. Key topics include VaR and credit risk. |

q-fin.ST | Statistical Finance | Analysis of financial data, time series analysis, statistical modeling, Bayesian methods, financial econometrics. The area studies statistical methods in finance. Key topics include volatility modeling. |

q-fin.TR | Trading and Market Microstructure | Market microstructure, liquidity, exchange and auction design, automated trading, agent-based modeling and market-making. The area studies trading mechanisms. Key topics include high-frequency trading. |