Journals / Journal of Computational Finance
The Journal of Computational Finance
Led by Editor-in-Chief Cornelis (Kees) Oosterlee from CWI - National Research Center for Mathematics and Computer Science and Delft University of Technology, and a highly respected Editorial Board, this international refereed journal focuses on the advances in numerical and computational techniques in pricing, hedging and risk management of financial instruments. More...
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On April 18-21, 2011 a Lorentz workshop on "Quantitative Methods in Financial and Insurance Mathematics" took place in Leiden in the Netherlands, with almost seventy participants from many different countries....
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.