Quantitative Finance

Quantitative Finance is a field of finance that applies mathematical models and statistical methods to analyze financial markets, value securities, and measure financial risk.

8.6K

Publications

590.3K

Citations

11.6K

Authors

3.2K

Institutions

Publications per year

2017–2026

2K

Authors

11.6K

  1. PC
    Peter Carr

    New York University, United States

    47 publications · 9.3K citations

    29

    h-index

  2. DB
    Dilip B. Madan

    University of Maryland, College Park, United States

    41 publications · 8.6K citations

    25

    h-index

  3. PC
    Peter Christoffersen

    University of Toronto, Canada

    27 publications · 2.6K citations

    23

    h-index

  4. RA
    Robert A. Jarrow

    Cornell University, United States

    30 publications · 2.3K citations

    20

    h-index

  5. PG
    Paul Glasserman

    Columbia University, United States

    27 publications · 2.4K citations

    20

    h-index

1–5 of 11.6K

Venues

  1. The Journal of Finance

    259 publications · 66.8K citations

    112

    h-index

  2. SSRN Electronic Journal

    Repository · 974 publications · 35.5K citations

    80

    h-index

  3. Journal of Financial Economics

    98 publications · 39.4K citations

    72

    h-index

  4. Review of Financial Studies

    86 publications · 31.8K citations

    66

    h-index

  5. Journal of Financial and Quantitative Analysis

    JFQA · 133 publications · 12.4K citations

    56

    h-index

1–5

See also

Quantitative Finance

Core Methods

Applications

Risk Measures

Financial Instruments

Model Assumptions