This HTML5 document contains 183 embedded RDF statements represented using HTML+Microdata notation.

The embedded RDF content will be recognized by any processor of HTML5 Microdata.

Namespace Prefixes

PrefixIRI
dctermshttp://purl.org/dc/terms/
dbohttp://dbpedia.org/ontology/
foafhttp://xmlns.com/foaf/0.1/
n14https://global.dbpedia.org/id/
dbthttp://dbpedia.org/resource/Template:
rdfshttp://www.w3.org/2000/01/rdf-schema#
rdfhttp://www.w3.org/1999/02/22-rdf-syntax-ns#
owlhttp://www.w3.org/2002/07/owl#
wikipedia-enhttp://en.wikipedia.org/wiki/
provhttp://www.w3.org/ns/prov#
dbchttp://dbpedia.org/resource/Category:
dbphttp://dbpedia.org/property/
xsdhhttp://www.w3.org/2001/XMLSchema#
wikidatahttp://www.wikidata.org/entity/
goldhttp://purl.org/linguistics/gold/
dbrhttp://dbpedia.org/resource/

Statements

Subject Item
dbr:List_of_quantitative_analysts
rdfs:label
List of quantitative analysts
rdfs:comment
This is a list of notable quantitative analysts (by surname); see also § Seminal publications there, and List of financial economists.
dcterms:subject
dbc:Lists_of_people_by_occupation
dbo:wikiPageID
13898875
dbo:wikiPageRevisionID
1078249535
dbo:wikiPageWikiLink
dbr:Riccardo_Rebonato dbr:Card_counting dbr:Mathematical_finance dbr:PSL* dbr:Volatility_smile dbr:D._E._Shaw_&_Co dbr:Semimartingale dbr:Social_choice_theory dbr:Victor_Niederhoffer dbr:Eduardo_Schwartz dbr:Jakša_Cvitanić dbr:John_Carrington_Cox dbr:Alan_White_(economist) dbr:Quantitative_behavioral_finance dbr:Albert_Hibbs dbr:Robert_C._Merton dbr:Dedicated_Portfolio_Theory dbr:Michael_Brennan_(finance) dbr:Interest_rate_derivatives dbr:Ed_Thorp dbr:AQR_Capital_Management dbr:Robert_A._Jarrow dbr:Gaussian_copula dbr:Black–Karasinski_model dbr:Black–Scholes_equation dbr:Benoît_Mandelbrot dbr:Financial_economics dbr:Stochastic dbr:E_(mathematical_constant) dbr:Stochastic_process dbr:John_Larry_Kelly,_Jr. dbr:Robert_Haugen dbr:Quantitative_analyst dbr:Marc_Yor dbr:Collateralized_debt_obligation dbr:Steven_E._Shreve dbr:Frank_J._Fabozzi dbr:Financial_engineering dbr:Peter_Jaeckel dbr:Isaak_Russman dbr:Quantitative_fund dbr:Systems_theory dbr:Finance dbr:James_Harris_Simons dbr:Quantitative_investing dbr:Capital_asset_pricing_model dbr:Kenneth_C._Griffin dbr:Quantitative_analysis_(finance) dbr:Fischer_Black dbr:Low-volatility_investing dbr:List_of_financial_economists dbr:Harry_Markowitz dbr:Martin_L._Leibowitz dbr:Black–Derman–Toy_model dbr:John_C._Hull_(economist) dbr:Factor_investing dbc:Lists_of_people_by_occupation dbr:Vinzenz_Bronzin dbr:Brownian_motion dbr:Cox-Ross-Rubinstein_model dbr:Phelim_Boyle dbr:Cliff_Asness dbr:Norman_Packard dbr:Jonathan_E._Ingersoll dbr:Gunduz_Caginalp dbr:Value_investing dbr:Darrell_Duffie dbr:Stephen_Ross_(economist) dbr:Jacob_Bernoulli dbr:Oldrich_Vasicek dbr:Nassim_Taleb dbr:Academic dbr:Local_volatility dbr:Neil_Chriss dbr:Attilio_Meucci dbr:Market_microstructure dbr:Incomplete_markets dbr:William_Margrabe dbr:J._Doyne_Farmer dbr:Paul_Wilmott dbr:Damiano_Brigo dbr:Thomas_Ho_(finance) dbr:Epistemologist dbr:Kalotay–Williams–Fabozzi_model dbr:William_F._Sharpe dbr:Salih_Neftçi dbr:Sang_Bin_Lee dbr:Information_theory dbr:Ho–Lee_model dbr:Hélyette_Geman dbr:Sheen_T._Kassouf dbr:Kelly_criterion dbr:Monte_Carlo_method dbr:Nobel_Memorial_Prize_in_Economic_Sciences dbr:John_von_Neumann dbr:Lévy_process dbr:Prediction_Company dbr:Financial_economist dbr:Hedge_fund dbr:Hull-White_model dbr:William_Perraudin dbr:Jean-Philippe_Bouchaud dbr:Aaron_Brown_(financial_author) dbr:Black–Scholes dbr:Probability dbr:Stanford_Graduate_School_of_Business dbr:Fabio_Mercurio dbr:Jim_Gatheral dbr:Seven_Sages_of_Greece dbr:David_E._Shaw dbr:Mathematician dbr:Emanuel_Derman dbr:Real_options dbr:Yield_curve dbr:Claude_Shannon dbr:Vasicek_model dbr:Francis_Longstaff dbr:Richard_Arnold_Epstein dbr:Heath–Jarrow–Morton_framework dbr:Thales dbr:Option_(finance) dbr:Andrew_Kalotay dbr:Pim_van_Vliet dbr:Short-rate_model dbr:Jet_Propulsion_Laboratory dbr:Compound_interest dbr:Jarrow–Turnbull_model dbr:Randomness dbr:Victor_Glushkov dbr:Risk dbr:David_C._Blitz dbr:Trinomial_tree dbr:Mark_S._Joshi dbr:Bond_(finance) dbr:Uncertainty dbr:Financial_mathematics dbr:Eugene_Fama dbr:Frederick_Macaulay dbr:Cox–Ingersoll–Ross_model dbr:Benjamin_Graham dbr:David_Luenberger dbr:Portfolio_theory dbr:Bond_duration dbr:Mark_Rubinstein dbr:California_Institute_of_Technology dbr:Kiyoshi_Itō dbr:Stuart_Turnbull_(economist) dbr:Fractal_geometry dbr:Margrabe's_formula dbr:Andrew_Lo dbr:Piotr_Karasinski dbr:Peng_Shige dbr:Myron_J._Gordon dbr:Bruno_Dupire dbr:Derivative_(finance) dbr:Key_rate_duration dbr:Adaptive_market_hypothesis dbr:Nicole_El_Karoui dbr:ProtoLife dbr:Modern_Portfolio_Theory dbr:Kenneth_Arrow dbr:Itō_calculus dbr:Raphael_Douady dbr:Myron_Scholes dbr:Louis_Bachelier dbr:Statistical_arbitrage dbr:David_X._Li
owl:sameAs
wikidata:Q6635746 n14:4r3dG
dbp:wikiPageUsesTemplate
dbt:Short_description dbt:Math dbt:Use_mdy_dates dbt:Expand_list
dbo:abstract
This is a list of notable quantitative analysts (by surname); see also § Seminal publications there, and List of financial economists.
gold:hypernym
dbr:List
prov:wasDerivedFrom
wikipedia-en:List_of_quantitative_analysts?oldid=1078249535&ns=0
dbo:wikiPageLength
10732
foaf:isPrimaryTopicOf
wikipedia-en:List_of_quantitative_analysts