Category:Mathematical finance
Wikimedia Commons has media related to Mathematical finance.
Subcategories
This category has the following 4 subcategories, out of 8 total.
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Pages in category "Mathematical finance"
The following 100 pages are in this category, out of 198 total. This list may not reflect recent changes.
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- Malliavin calculus
- Margin at risk
- Marginal conditional stochastic dominance
- Margrabe's formula
- Markov switching multifractal
- Martingale pricing
- Master of Computational Finance
- Master of Financial Engineering
- Master of Financial Mathematics
- Master of Quantitative Finance
- Maximum downside exposure
- Modified Dietz method
- Modified internal rate of return
- Modigliani risk-adjusted performance
- Mortgage constant
- Multi-curve framework
- ExMark
N
R
S
- Scenario optimization
- Separation property (finance)
- Shadow rate
- David E. Shaw
- William Shaw (mathematician)
- Short-rate model
- Simple Dietz method
- SKEW
- Skewness risk
- Smith–Wilson method
- Snell envelope
- Spoofing (finance)
- State price density
- Statistical arbitrage
- Statistical finance
- Stochastic calculus
- Stochastic discount factor
- Stochastic drift
- Stochastic volatility
- Stochastic volatility jump