JEDNOSTKA NAUKOWA KATEGORII A+

Mathematical Sciences Classification System

91Gxx - Mathematical finance

  • 44
    91G10
    Portfolio theory
  • 57
    91G20
    Derivative securities
  • 19
    91G30
    Interest rates (stochastic models)
  • 30
    91G40
    Credit risk
  • 5
    91G50
    Corporate finance
  • 30
    91G60
    Numerical methods (including Monte Carlo methods)
  • 39
    91G70
    Statistical methods, econometrics
  • 26
    91G80
    Financial applications of other theories (stochastic control, calculus of variations, PDE, SPDE, dynamical systems)
  • 1
    91G99
    None of the above, but in this section

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