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He is the author of the bestselling Monte Carlo methods in finance (John Wiley and Sons, ISBN 0-471-49741-X). In mathematics, he has made important contributions to the field of Sobol sequences ; while in Mathematical Finance , he has been influential in the development of Monte Carlo methods in finance , and has also contributed, to the LIBOR ...
Quantitative research is a research strategy that focuses on quantifying the collection and analysis of data. [1] It is formed from a deductive approach where emphasis is placed on the testing of theory, shaped by empiricist and positivist philosophies.
Heston is known [2] for analyzing options with stochastic volatility. [3]From 1998 to 2002, Heston worked as Vice President of U.S. Arbitrage and also of Quantitative Equities, in Goldman Sachs, New York.
Robert Haugen, (1942–2013) US financial economist and a pioneer in the field of quantitative investing and low-volatility investing. Thomas Ho, author of the Ho–Lee model and key rate duration. John C. Hull, noted for the Hull–White model. Jonathan E. Ingersoll, (born 1949), one of the authors of the Cox–Ingersoll–Ross model of the ...
author-link and author-mask may be used for the individual names in |vauthors= as described above; authors: deprecated Free-form list of author names; use of this parameter is discouraged because it does not contribute to a citation's metadata; not an alias of last. translator-last: Surname of translator. Do not wikilink—use translator-link ...
Formats a citation to a stand-alone, off-line document. Template parameters [Edit template data] This template has custom formatting. Parameter Description Type Status Last name last author author1 last1 The surname of the author; don't wikilink, use 'author-link' instead; can suffix with a numeral to add additional authors Line suggested First name first first1 Given or first name, middle ...
collaboration: Name of a group of authors or collaborators; requires author, last, or vauthors listing one or more primary authors; follows author name-list; appends "et al." to author name-list. Note: When using shortened footnotes or parenthetical referencing styles with templates, do not use multiple names in one field, or else the anchor ...
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