Encyclopedia of Quantitative Finance

The Encyclopedia of Quantitative Finance is a landmark, multi-volume major reference work, presenting a timely and comprehensive body of knowledge. The Encyclopedia is designed to serve as an essential reference for the finance community, as well as academics and students in mathematical finance and related areas. With contributions from some of the leading figures in industry and academic research, the Encyclopedia provides an authoritative exposition of quantitative finance.

The cross-disciplinary nature of the work is reflected in its coverage of key concepts including financial econometrics, risk management, asset and option pricing, derivatives, portfolio optimization, and mathematical tools and methods, and also by the inclusion of supporting topics such as market microstructure, the history of quantitative finance, energy and commodities, and actuarial methods.

Over the past three decades the explosive growth in trading of financial derivatives has been reflected in a commensurate growth in the study of financial mathematics, which in turn has helped to support the increasing sophistication of financial markets. Scholars from both practice and academia have long felt the need for a comprehensive reference work such as the Encyclopedia of Quantitative Finance. In its broadest sense Quantitative Finance is concerned with the mathematical modeling of financial and related risks, associated with the trading, valuation, and risk management of financial instruments. It relies on mathematical finance and computer simulations to make trading, hedging, and investment decisions, as well as facilitating the management of risk in those decisions. The Encyclopedia draws together the computational methods and practical aspects of mathematical modeling for the financial sector.

The Encyclopedia also provides wide coverage of theoretical and practical aspects of quantitative finance. The contributions - even the more mathematically demanding - are sufficiently accessible that the less mathematically-adept reader can gain insight into the topics discussed. The articles also contain citations to the scholarly literature, are fully cross-referenced to other relevant articles in the encyclopedia, and include detailed bibliographies for further reading. The scope and breadth of the Encyclopedia will make it an invaluable resource for the professional, the academic researcher, and for the student in this rapidly growing area.

Aims and Scope
To provide a comprehensive, definitive, and up-to-date single, essential reference to the main areas of specialist and expert knowledge and skills used by those involved in all aspects of quantitative finance.

Structure and Format
The Encyclopedia will be a multi-author, multi-volume book aimed at quants, graduate students, academic researchers, and all those involved in quantitative modelling in finance (including end users of models). We are aiming to publish the work in print in early 2010, followed by online publication.

The Encyclopedia will be simultaneously published in 4 volumes, organized alphabetically. Each volume will comprise approximately 500 pages, with typically around 100 articles per volume. Entries will range from short definitions to articles up to fifteen pages long.