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Qin Lu
Qin Lu
Verified email at lafayette.edu
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Cited by
Cited by
Year
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
2672017
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
652007
Index option returns: Still puzzling
DR Chambers, M Foy, J Liebner, Q Lu
The Review of Financial Studies 27 (6), 1915-1928, 2014
552014
Algebraic K-theory of mapping class groups
E Berkove, D Juan-Pineda, Q Lu
arXiv preprint math/0305425, 2003
172003
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
92015
Periodicity of the punctured mapping class group
Q Lu
Journal of Pure and Applied Algebra 155 (2-3), 211-235, 2001
92001
Farrell cohomology of low genus pure mapping class groups with punctures
Q Lu
Algebraic & Geometric Topology 2 (1), 537-562, 2002
62002
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
52011
Understanding the estimation risks of value at risk
DR Chambers, MA Kelly, Q Lu
The Journal of Alternative Investments 16 (3), 64, 2014
42014
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
42010
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
22016
Value at Risk Estimation: A Review and Extension
D Chambers, Q Lu
Hawaii University International Conferences, 2011
22011
Cohomological properties of the punctured mapping class groups
Q Lu
The Ohio State University, 1998
21998
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
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