Research Methods in Quantitative Finance by Paul Cottrell

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 14th Jun 2016  SSRN
Posted by Alumni
June 7, 2025

Risk Management

Behavioral & Experimental Finance

European Finance

Econometric Modeling: Capital Markets - Asset Pricing

Econometric Modeling: Capital Markets - Forecasting

In this Breadth component, an analysis of research methods in quantitative finance pertaining to experimental, cross-sectional, quasi-experimental, pre-experimental, sample design, econometric models, and stochastic simulations is put forward. A compare and contrast will be performed for each of the above research methods in quantitative finance. This component will include a discussion of how these methods contribute to better understanding on hedging and pricing of financial assets. A discussion of the strengths and limitations of each research design method investigated pertaining to quantitative finance will be put forth. learn more on SSRN
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