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The purpose of the Special Issue “Quantitative Methods in Economics and Finance” of the journal Risks was to provide a collection of papers that reflect the latest research and problems of pricing complex derivates, simulation pricing, analysis of financial markets, and volatility of exchange rates in the international context. This book can be used as a reference for academicians and researchers who would like to discuss and introduce new developments in the field of quantitative methods in economics and finance and explore applications of quantitative methods in other business areas.

omnichannel (omni-channel) sales --- sales funnel --- cost of sales --- customer relationship management (CRM), Big Data --- robo-advisor --- financial innovations --- diffusion --- exchange traded funds --- stock index futures --- stock index options --- stock market indexes --- business finance --- earnings management --- EBIT --- financial modelling --- homogeneity --- stationarity --- time series methods --- unit root --- loan pricing --- RAROC --- loan origination --- exchange-rate risk --- long-range dependency --- wavelets --- multi-frequency analysis --- AUD–USD exchange rate --- π-option --- American-type option --- optimal stopping --- Monte Carlo simulation --- economic security of companies --- valuation of intangible assets and intellectual property --- International Valuation Standards (IVS) --- legal disputes over intellectual rights --- time series --- prediction --- exchange rate --- artificial neural networks --- radial basis function --- multi-layer perceptron --- seasonal fluctuations --- global economy