User:Peterpalace/Books/Mathematical Finance (Category)
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- Mathematical finance
- Acceptance set
- Accumulation function
- Adjusted current yield
- Adjusted present value
- Admissible trading strategy
- Affine term structure model
- Agent-based computational finance
- Algorithmic trading
- Alpha (investment)
- Alternative beta
- Analytics
- Annual percentage rate
- Annuity
- Arbitrage pricing theory
- Arrow–Debreu model
- AZFinText
- Bank condition
- Barone-Adesi and Whaley
- Beta (finance)
- Beta decay (finance)
- Bid–ask matrix
- Binomial options pricing model
- Bjerksund and Stensland
- Black model
- Black swan theory
- Black–Derman–Toy model
- Black–Litterman model
- Black–Scholes equation
- Black–Scholes model
- Bond equivalent yield
- Bootstrapping (finance)
- Boyd model
- Business mathematics
- Capital asset pricing model
- Carr–Madan formula
- Cash accumulation equation
- Cash on cash return
- Chen model
- Chepakovich valuation model
- Coherent risk measure
- Cointegration
- Compound interest
- Computational finance
- Consistent pricing process
- Constant elasticity of variance model
- Consumer math
- Consumption-based capital asset pricing model
- Continuous-repayment mortgage
- Convexity (finance)
- Correlation swap
- Cox–Ingersoll–Ross model
- Crank–Nicolson method
- Credit card interest
- Credit valuation adjustment
- Current yield
- Delta neutral
- Deviation risk measure
- Discounted maximum loss
- Distortion risk measure
- Dynamic risk measure
- Early repayment charge
- Earnings response coefficient
- Econophysics
- Efficient frontier
- Enterprise value
- Entropic risk measure
- Entropic value at risk
- Equity value
- Exotic option
- Expected shortfall
- Financial correlation
- Financial engineering
- Financial modeling
- Financial models with long-tailed distributions and volatility clustering
- Finite difference methods for option pricing
- Fisher equation
- Flows to equity
- Forward measure
- Forward volatility
- Frictionless market
- Fugit
- Fundamental theorem of asset pricing
- Future value
- Good–deal bounds
- Graham number
- Heath–Jarrow–Morton framework
- Heston model
- High-frequency trading
- Ho–Lee model
- Holding period return
- Hull–White model
- Implied repo rate
- Implied volatility
- Incomplete markets
- Index arbitrage
- Indifference price
- Interest rate
- Intertemporal CAPM
- Intertemporal portfolio choice
- Inverse demand function
- Jamshidian's trick
- Robert A. Jarrow
- Jensen's alpha
- Johansen test
- Korn–Kreer–Lenssen model
- Kurtosis risk
- Late fee
- Lattice model (finance)
- LIBOR market model
- Low-volatility anomaly
- Magic formula investing
- Malliavin calculus
- Margrabe's formula
- Markov switching multifractal
- Martingale pricing
- Master of Quantitative Finance
- Merton's portfolio problem
- Modern portfolio theory
- Modified Dietz method
- Modified internal rate of return
- Modigliani risk-adjusted performance
- Monte Carlo methods for option pricing
- Monte Carlo methods in finance
- Moving average
- Moving average crossover
- ExMark
- Negative probability
- Nelson-Siegel
- Net present value
- No free lunch with vanishing risk
- No-arbitrage bounds
- Numéraire
- George S. Oldfield
- Optimal stopping
- Perpetuity
- Point (mortgage)
- Post-modern portfolio theory
- Present value
- Project finance model
- Put–call parity
- Quantitative behavioral finance
- Quantitative investing
- QuantLib
- Quantum finance
- Range accrual
- Rate of return
- Rate of return on a portfolio
- Rational pricing
- Realized kernel
- Realized variance
- Replicating portfolio
- Returns-based style analysis
- Rising moving average
- Risk measure
- Risk-neutral measure
- Rocket science in finance
- Roll's critique
- Roll-Geske-Whaley
- Ruin theory
- Rule of 72
- SABR volatility model
- Self-financing portfolio
- Separation property (finance)
- William Shaw (mathematician)
- Short rate
- Short-rate model
- Simple Dietz method
- Skewness risk
- Snell envelope
- Solvency cone
- Sonkin enterprise multiple
- Spectral risk measure
- Statistical arbitrage
- Statistical finance
- Stochastic calculus
- Stochastic discount factor
- Stochastic investment model
- Stochastic volatility
- Superhedging price
- SVJ
- T-model
- Tail value at risk
- Time consistency
- Treynor–Black model
- Trinomial tree
- True time-weighted rate of return
- Two-moment decision model
- Undervalued stock
- Valuation of options
- Value at risk
- Value investing
- Vanna–Volga pricing
- Variance risk premium
- Variance swap
- Vasicek model
- Viscosity solution
- Volatility (finance)
- Volatility risk premium
- Volatility smile
- Volume-weighted average price
- Walk forward optimization
- Weighted average cost of capital
- Weighted average return on assets
- Wilkie investment model