Curriculum guidelines for undergraduate programs in data science RD De Veaux, M Agarwal, M Averett, BS Baumer, A Bray, TC Bressoud, ... Annual Review of Statistics and Its Application 4, 15-30, 2017 | 267 | 2017 |
A tree model for pricing convertible bonds with equity, interest rate, and default risk DR Chambers, Q Lu The Journal of Derivatives 14 (4), 25-46, 2007 | 65 | 2007 |
Index option returns: Still puzzling DR Chambers, M Foy, J Liebner, Q Lu The Review of Financial Studies 27 (6), 1915-1928, 2014 | 55 | 2014 |
Algebraic K-theory of mapping class groups E Berkove, D Juan-Pineda, Q Lu arXiv preprint math/0305425, 2003 | 17 | 2003 |
Estimating Heston's and Bates’ models parameters using Markov chain Monte Carlo simulation J Cape, W Dearden, W Gamber, J Liebner, Q Lu, ML Nguyen Journal of Statistical Computation and Simulation 85 (11), 2295-2314, 2015 | 9 | 2015 |
Periodicity of the punctured mapping class group Q Lu Journal of Pure and Applied Algebra 155 (2-3), 211-235, 2001 | 9 | 2001 |
Farrell cohomology of low genus pure mapping class groups with punctures Q Lu Algebraic & Geometric Topology 2 (1), 537-562, 2002 | 6 | 2002 |
CDO squareds: the case of subprime mortgages DR Chambers, MA Kelly, Q Lu, A Biesenbach, A King, K Natsuki, Q Sun Journal of Structured Finance 17 (2), 96, 2011 | 5 | 2011 |
Understanding the estimation risks of value at risk DR Chambers, MA Kelly, Q Lu The Journal of Alternative Investments 16 (3), 64, 2014 | 4 | 2014 |
The role of the constant recovery assumption in the subprime bubble DR Chambers, MA Kelly, Q Lu The Journal of Alternative Investments 13 (1), 30-40, 2010 | 4 | 2010 |
The Effects of Housing Price Volatility on Mortgage Rates DR Chambers, Q Lu, Y Lu, Y Quan, G Xia Journal of Housing Research 25 (1), 17-37, 2016 | 2 | 2016 |
Value at Risk Estimation: A Review and Extension D Chambers, Q Lu Hawaii University International Conferences, 2011 | 2 | 2011 |
Cohomological properties of the punctured mapping class groups Q Lu The Ohio State University, 1998 | 2 | 1998 |
Introduction to Financial Mathematics: With Computer Applications DR Chambers, Q Lu Chapman and Hall/CRC, 2021 | | 2021 |
Semivolatility of Returns as a Measure of Downside Risk DR Chambers, Q Lu The Journal of Alternative Investments 19 (3), 68, 2017 | | 2017 |
What does the VIX index tell us? Q Lu, S Fullenbaum, A Wine, DM Hwang, JS Hebner, J Liebner 2023 Joint Mathematics Meetings (JMM 2023), 0 | | |