Computational Finance 

<br/><br/><br/>English[eng] 
<br/><br/><label>Subjects--Topical Terms: </label><br/>insurance||Solvency II||risk-neutral models||computational finance||asset pricing models||overnight price gaps||financial econometrics||mean-reversion||statistical arbitrage||high-frequency data||jump-diffusion model||instantaneous volatility||directional-change||seasonality||forex||bitcoin||S&amp||P500||risk management||drawdown||safe assets||securitisation||dealer behaviour||liquidity||bid–ask spread||least-squares Monte Carlo||put-call symmetry||regression||simulation||algorithmic trading||market quality||defined contribution plan||probability of shortfall||quadratic shortfall||dynamic asset allocation||resampled backtests||stochastic covariance||4/2 model||option pricing||risk measures||American options||exercise boundary||Monte Carlo||multiple exercise options||dynamic programming||stochastic optimal control||asset pricing||calibration||derivatives||hedging||multivariate models||volatility