User:Spacespace3344/Books/Quantitative Finance
 | The Wikimedia Foundation's book rendering service has been withdrawn. Please upload your Wikipedia book to one of the external rendering services. |
 | You can still create and edit a book design using the Book Creator and upload it to an external rendering service:
|
| This user book is a user-generated collection of Wikipedia articles that can be easily saved, rendered electronically, and ordered as a printed book. If you are the creator of this book and need help, see Help:Books (general tips) and WikiProject Wikipedia-Books (questions and assistance). Edit this book: Book Creator · Wikitext Order a printed copy from: PediaPress [ About ] [ Advanced ] [ FAQ ] [ Feedback ] [ Help ] [ WikiProject ] [ Recent Changes ] | ||||||||
Quantitative Finance[edit]
- Mathematical finance
- Financial market
- Share price
- Derivative (finance)
- Valuation of options
- Financial modeling
- Fundamental theorem of asset pricing
- Black–Scholes model
- Computational finance
- Financial engineering
- Stochastic investment model
- Quantitative analyst
- Risk management
- Investment management
- Brownian model of financial markets
- Martingale pricing
- Supply and demand
- Option (finance)
- Exotic option
- Convertible bond
- Brownian motion
- Normal distribution
- Logarithm
- Geometric Brownian motion
- Stochastic process
- Itô calculus
- Partial differential equation
- Dow theory
- Market trend
- Financial models with long-tailed distributions and volatility clustering
- Financial crisis of 2007–2008
- Asymptotic analysis
- Calculus
- Copula (probability theory)
- Differential equation
- Expected value
- Ergodic theory
- Feynman–Kac formula
- Fourier transform
- Girsanov theorem
- Itô's lemma
- Martingale representation theorem
- Mathematical model
- Monte Carlo method
- Numerical analysis
- Real analysis
- Heat equation
- Numerical partial differential equations
- Crank–Nicolson method
- Finite difference
- Probability
- Probability distribution
- Binomial distribution
- Log-normal distribution
- Quantile function
- Radon–Nikodym theorem
- Risk-neutral measure
- Stochastic calculus
- Wiener process
- Lévy process
- Stochastic differential equation
- Stochastic volatility
- Value at risk
- Volatility (finance)
- Autoregressive conditional heteroskedasticity
- Rational pricing
- Forward price
- Futures contract
- Swap (finance)
- Put–call parity
- Intrinsic value (finance)
- Option time value
- Moneyness
- Black model
- Monte Carlo methods for option pricing
- Implied volatility
- Volatility smile
- SABR volatility model
- Markov switching multifractal
- Greeks (finance)
- Finite difference methods for option pricing
- Vanna–Volga pricing
- Trinomial tree
- Lattice model (finance)
- Foreign exchange option
- Black's approximation
- Optimal stopping
- Interest rate derivative
- Interest rate cap and floor
- Swaption
- Bond option
- Short-rate model
- Rendleman–Bartter model
- Vasicek model
- Ho–Lee model
- Hull–White model
- Cox–Ingersoll–Ross model
- Black–Karasinski model
- Black–Derman–Toy model
- Chen model
- Forward rate
- LIBOR market model
- Heath–Jarrow–Morton framework
- Portfolio (finance)
- Jump diffusion
- Frictionless market
- Probability space
- Filtration (mathematics)
- Probability measure
- Continuous function
- Bounded variation
- Lebesgue's decomposition theorem
- Dividend
- Almost surely
- Short (finance)
- Risk premium
- Insider trading
- Semimartingale
- Martingale (probability theory)
- Absolute continuity
- Hedge (finance)
- Lebesgue measure
- Monte Carlo methods in finance
- Agent-based computational economics
- Liquidity at risk
- Margin at risk
- Profit at risk
- Quasi-Monte Carlo methods in finance
- Statistical finance
- Wilkie investment model
- XVA
- Asset
- Index fund
- Interest rate
- Underlying
- Forward contract
- Collateralized debt obligation
- Credit default swap
- Over-the-counter (finance)
- Exchange-traded derivative contract
- Futures exchange
- Foreign exchange derivative
- Equity derivative
- Interest rate swap
- Leverage (finance)
- Equity swap
- Libor
- Capital gains tax
- Forward rate agreement
- Exotic derivative
- Hedge fund
- Bank for International Settlements
- Credit risk
- Contract
- Margin (finance)
- Clearing house (finance)
- Call option
- Put option
- Strike price
- Binary option
- Warrant (finance)
- Currency swap
- Total return swap
- Commodity swap
- Repurchase agreement
- Turbo warrant
- Basis swap
- Credit default option
- Gold as an investment
- Currency future
- Single-stock futures
- Dow Jones Industrial Average
- Asset-backed security
- Credit event
- Financial risk management
- Special-purpose entity
- Spot contract
- Long (finance)
- Forward exchange rate
- Profit (accounting)
- Speculation
- Position (finance)
- Mortgage loan
- Securitization
- Government-sponsored enterprise
- Collateralized mortgage obligation
- Finance
- Financial instrument
- Counterparty
- Trade
- Cash flow
- Derivatives market
- Risk aversion
- Spot market
- Market participant
- Market price
- Arbitrage
- Credit derivative
- Shipping markets
- Inflation derivative
- Property derivative
- Weather derivative
- Credit spread (options)
- Debit spread
- Exercise (options)
- Expiration (options)
- Open interest
- Pin risk (options)
- Risk-free interest rate
- Employee stock option
- Fixed income
- Option style
- Options strategies
- Options spread
- Asian option
- Barrier option
- Basket option
- Chooser option
- Cliquet option
- Commodore option
- Compound option
- Forward start option
- Interest rate option
- Lookback option
- Mountain range (options)
- Rainbow option
- Collar (finance)
- Covered call
- Fence (finance)
- Iron butterfly (options strategy)
- Iron condor
- Straddle
- Strangle (options)
- Protective put
- Risk reversal
- Backspread
- Bear spread
- Box spread (options)
- Bull spread
- Butterfly (options)
- Calendar spread
- Diagonal spread
- Intermarket Spread
- Ratio spread
- Vertical spread
- Binomial options pricing model
- Margrabe's formula
- Real options valuation
- Amortising swap
- Asset swap
- Conditional variance swap
- Constant maturity swap
- Correlation swap
- Dividend swap
- Foreign exchange swap
- Inflation swap
- Overnight indexed swap
- Variance swap
- Volatility swap
- Year-on-Year Inflation-Indexed Swap
- Zero-Coupon Inflation-Indexed Swap
- Zero coupon swap
- Contango
- Dividend future
- Forward market
- Interest rate future
- Normal backwardation
- Slippage (finance)
- Stock market index future
- Energy derivative
- Constant proportion portfolio insurance
- Contract for difference
- Credit-linked note
- Equity-linked note
- Fund derivative
- Mortgage-backed security
- Power reverse dual-currency note
- Consumer debt
- Corporate bond
- Government debt
- Great Recession
- Municipal bond
- Tax policy
- Financial economics
- Economic model
- Yield spread
- Bootstrapping (finance)
- Credit score
- Bad debt
- Corporate finance
- Portfolio optimization
- Financial risk modeling
- Dynamic financial analysis
- Pairs trade
- Credit valuation adjustment
- Stochastic
- Algorithm
- Numerical linear algebra
- Dynamic programming
- Mathematical optimization
- Outline of finance
- Historical simulation (finance)
- C++
- Python (programming language)
- List of numerical analysis software
- Quantitative behavioral finance
- Technical analysis
- Common stock
- Share capital
- Capital surplus
- Authorised capital
- Issued shares
- Shares outstanding
- Treasury stock
- Heston model
- Variance gamma process
- Abstraction
- Arbitrage pricing theory
- Partial derivative
- Algorithmic trading
- MetaTrader 4
- Trend following
- Commodity Futures Trading Commission
- Market microstructure
- Market liquidity
- London Stock Exchange
- Market clearing
- Program trading
- Index arbitrage
- S&P 500 Index
- Black Monday (1987)
- Market neutral
- Statistical arbitrage
- Convergence trade
- Relative value (economics)
- Delta neutral
- Law of one price
- Security (finance)
- Merchant
- Mean reversion (finance)
- Ornstein–Uhlenbeck process
- Standard deviation
- Scalping (trading)
- Market maker
- Two-sided market
- Quod Financial
- Dark pool
- Interest rate parity
- Foreign exchange market
- Transaction cost
- Risk arbitrage
- Takeover
- Quote stuffing
- Ultra-low latency direct market access
- Colocation centre
- Reverse engineering
- Markov chain Monte Carlo
- Black box
- Order management system
- Low latency (capital markets)
- Complex event processing
- Financial Information eXchange
- 2010 Flash Crash
- Alternative trading system
- Artificial intelligence
- Best execution
- Electronic trading platform
- FIXatdl
- High-frequency trading
- Mirror trading
- Capital structure
- Convertible arbitrage
- Fixed income arbitrage
- Fixed-income relative-value investing
- Volatility arbitrage
- Activist shareholder
- Distressed securities
- Special situation
- Commodity trading advisor
- Managed futures account
- Global macro
- Long/short equity
- Multi-manager investment
- Day trading
- Prime brokerage
- Proprietary trading
- Commodity market
- Stock market
- Bond market
- Money market
- Structured finance
- Assets under management
- Capital asset pricing model
- Alpha (finance)
- Beta (finance)
- Security characteristic line
- Fundamental analysis
- Taxation of private equity and hedge funds
- Vulture fund
- Family office
- Financial endowment
- High-net-worth individual
- Institutional investor
- Insurance
- Investment banking
- Merchant bank
- Pension fund
- Sovereign wealth fund
- Fund governance
- Hedge Fund Standards Board
- Primary market
- Secondary market
- Third market
- Fourth market
- Golden share
- Preferred stock
- Restricted stock
- Tracking stock
- Broker-dealer
- Day trader
- Floor broker
- Floor trader
- Investor
- Financial regulation
- Stock trader
- Electronic communication network
- List of stock exchanges
- List of stock exchange opening times
- Multilateral trading facility
- Bid–ask spread
- Book value
- Capital market line
- Dividend discount model
- Dividend yield
- Earnings per share
- Earnings yield
- Net asset value
- Security market line
- T-model
- Buy and hold
- Contrarian investing
- Dollar cost averaging
- Efficient-market hypothesis
- Growth stock
- Market timing
- Modern portfolio theory
- Momentum investing
- Mosaic theory (investments)
- Post-modern portfolio theory
- Random walk hypothesis
- Sector rotation
- Style investing
- Swing trading
- Value investing
- Block trade
- Cross listing
- Dual-listed company
- DuPont analysis
- Efficient frontier
- Flight-to-quality
- Haircut (finance)
- Initial public offering
- Market anomaly
- Market capitalization
- Market depth
- Market manipulation
- Momentum (finance)
- Open outcry
- Public float
- Public offering
- Rally (stock market)
- Returns-based style analysis
- Reverse stock split
- Share repurchase
- Stock dilution
- Stock market index
- Stock split
- Trade (financial instrument)
- Uptick rule
- Voting interest
- Yield (finance)
- Direct market access
- Spoofing (finance)
- Layering (finance)
- QuantLib
- Finite difference method
- Ordinary least squares
- Regression analysis
- Spline interpolation
- Yield curve
- Bisection method
- Newton's method
- Secant method
- Zero of a function
- Maxima and minima
- Internal rate of return
- Society for Industrial and Applied Mathematics
- Trading strategy
- Credit analysis
- Asset and liability management
- Portfolio manager
- Mutual fund
- Financial statement analysis
- Bond valuation
- Government bond
- High-yield debt
- Registered share
- Stock certificate
- Stock exchange
- Hybrid security
- Currency
- Exchange rate
- Real estate
- Reinsurance
- Financial market participants
- Trader (finance)
- Probability density function
- Inflection point
- Stephen Stigler
- Quadratic function
- Precision (statistics)
- Multivariate normal distribution
- Cumulant
- Maximum entropy probability distribution
- Elliptical distribution
- Symmetric probability distribution
- Weight
- Share (finance)
- Pareto distribution
- Outlier
- Statistical inference
- Heavy-tailed distribution
- Robust statistics
- Stable distribution
- Independent and identically distributed random variables
- Cauchy distribution
- Lévy distribution
- Unimodality
- Derivative
- Logarithmically concave function
- Differentiable function
- Smoothness (probability theory)
- Hermite polynomials
- List of integrals of Gaussian functions
- Moment (mathematics)
- Double factorial
- Confluent hypergeometric function
- Imaginary unit
- Frequency domain
- Eigenfunction
- Characteristic function (probability theory)
- Frequency
- Moment-generating function
- Cumulative distribution function
- Error function
- Special functions
- Q-function
- Rotational symmetry
- Interval estimation
- Coverage probability
- 68–95–99.7 rule
- Probit
- Quantile
- Statistical hypothesis testing
- Confidence interval
- 1.96
- Tolerance interval
- Estimator
- Sample mean and covariance
- Asymptote
- Heaviside step function
- Generalized function
- Dirac delta function
- Limit (mathematics)
- Central limit theorem
- Test statistic
- Score (statistics)
- De Moivre–Laplace theorem
- Chi-squared distribution
- Student's t-distribution
- Berry–Esseen theorem
- Edgeworth series
- Calculus of variations
- Lagrange multiplier
- Independence (probability theory)
- Polarization identity
- Linear combination
- Infinite divisibility (probability)
- Cramér's theorem
- Polynomial
- Uncorrelated random variables
- Kullback–Leibler divergence
- Hellinger distance
- Fisher information
- Exponential family
- Conjugate prior
- Manifold
- Constant curvature
- Flat manifold
- Folded normal distribution
- Half-normal distribution
- Chi distribution
- Noncentral chi-squared distribution
- Bessel function
- Rayleigh distribution
- Cochran's theorem
- Basu's theorem
- F-distribution
- Split normal distribution
- Truncated normal distribution
- Euclidean space
- Ellipsoid
- Rectified Gaussian distribution
- Complex normal distribution
- Matrix normal distribution
- Gaussian process
- Brownian bridge
- Gaussian q-distribution
- Q-analog
- Q-Gaussian distribution
- Tsallis entropy
- Tsallis distribution
- Pearson distribution
- Generalized normal distribution
- Normality test
- Q–Q plot
- P–P plot
- Shapiro–Wilk test
- Normal probability plot
- D'Agostino's K-squared test
- Jarque–Bera test
- Lilliefors test
- Kolmogorov–Smirnov test
- Anderson–Darling test
- Standard error
- Completeness (statistics)
- Sufficient statistic
- Lehmann–Scheffé theorem
- Minimum-variance unbiased estimator
- Efficient estimator
- Asymptotic theory (statistics)
- Consistent estimator
- Convergence of random variables
- Asymptotic distribution
- Variance
- Bessel's correction
- Bias of an estimator
- Mean squared error
- Studentization
- Joint probability distribution
- Ancillary statistic
- Type I and type II errors
- Prior probability
- Bayesian linear regression
- Linear regression
- Posterior probability
- Completing the square
- Weighted arithmetic mean
- Multiplicative inverse
- Harmonic mean
- Symmetric matrix
- Invertible matrix
- Quadratic form
- Scalar (mathematics)
- Likelihood function
- Bayesian inference
- Inverse-gamma distribution
- Scaled inverse chi-squared distribution
- Parametrization
- Normal-inverse-gamma distribution
- Squared deviations from the mean
- Principle of maximum entropy
- Quantum harmonic oscillator
- Diffusion
- Diffusion equation
- Poisson distribution
- Thermal radiation
- Bose–Einstein statistics
- Compound interest
- Stock market crash
- Nassim Nicholas Taleb
- Propagation of uncertainty
- Z-test
- Percentile rank
- Normal curve equivalent
- Stanine
- Standard score
- Grading on a curve
- Analysis of variance
- Student's t-test
- Cumulative frequency analysis
- Errors and residuals
- Random number generation
- Uniform distribution (continuous)
- Probability integral transform
- Irwin–Hall distribution
- Box–Muller transform
- Exponential distribution
- Marsaglia polar method
- Ziggurat algorithm
- Numerical integration
- Taylor series
- Asymptotic expansion
- Gauss's continued fraction
- Mathematics
- Inverse function
- Exponentiation
- Base (exponentiation)
- Common logarithm
- Natural logarithm
- E (mathematical constant)
- Binary logarithm
- Logarithmic scale
- Decibel
- Level (logarithmic quantity)
- Units of measurement
- Computational complexity theory
- Fractal
- Prime number
- Complex logarithm
- Complex number
- Discrete logarithm
- Real number
- List of logarithmic identities
- Irrational number
- Mathematical analysis
- Numerical digit
- Monotonic function
- Intermediate value theorem
- Exponential function
- Chain rule
- Slope
- Tangent
- Antiderivative
- Logarithmic derivative
- Logarithmic differentiation
- List of integrals of logarithmic functions
- Fundamental theorem of calculus
- Harmonic series (mathematics)
- Infinity
- Limit of a sequence
- Euler–Mascheroni constant
- Quicksort
- Laplace transform
- Algebraic number
- Transcendental number
- Transcendental function
- Gelfond–Schneider theorem
- Arithmetic–geometric mean
- CORDIC
- Arithmetic shift
- Recursion
- Inverse hyperbolic function
- Summation
- Carl Friedrich Gauss
- Arithmetic mean
- Geometric mean
- Probability theory
- Law of large numbers
- Law of the iterated logarithm
- Random variable
- Maximum likelihood estimation
- Statistical model
- Parametric model
- Analysis of algorithms
- Time complexity
- Divide and conquer algorithm
- Binary search algorithm
- Logarithmic growth
- Entropy
- Boltzmann constant
- Prime-counting function
- Prime number theorem
- Proportionality (mathematics)
- Riemann hypothesis
- Erdős–Kac theorem
- Trigonometric functions
- Euler's formula
- Matrix exponential
- Group theory
- Differential form
- Polylogarithm
- Quadratic variation
- Determinism
- Local volatility
- Stationary process
- Breakout (technical analysis)
- Dead cat bounce
- Elliott wave principle
- Candlestick chart
- Kagi chart
- Line chart
- Open-high-low-close chart
- Point and figure chart
- Broadening top
- Cup and handle
- Double top and double bottom
- Flag and pennant patterns
- Gap (chart pattern)
- Head and shoulders (chart pattern)
- Island reversal
- Price channels
- Triangle (chart pattern)
- Triple top and triple bottom
- Wedge pattern
- Candlestick pattern
- Chart pattern
- Doji
- Hammer (candlestick pattern)
- Hanging man (candlestick pattern)
- Inverted hammer
- Marubozu
- Shooting star (candlestick pattern)
- Spinning top (candlestick pattern)
- Hikkake pattern
- Morning star (candlestick pattern)
- Three Black Crows
- Three white soldiers
- Support and resistance
- Bottom (technical analysis)
- Fibonacci retracement
- Pivot point (technical analysis)
- Top (technical analysis)
- Average directional movement index
- Commodity channel index
- Detrended price oscillator
- KST oscillator
- Ichimoku Kinkō Hyō
- Mass index
- Moving average
- Parabolic SAR
- Smart money index
- Trend line (technical analysis)
- Trix (technical analysis)
- Vortex indicator
- Volume (finance)
- Breadth of market
- Technical indicator
- Money flow index
- Relative strength index
- Stochastic oscillator
- True strength index
- Ultimate oscillator
- Williams %R
- Accumulation/distribution index
- Ease of movement
- Force index
- Negative volume index
- On-balance volume
- Put/call ratio
- Volume–price trend
- Average true range
- Bollinger Bands
- Donchian channel
- Keltner channel
- VIX
- Advance–decline line
- TRIN (finance)
- McClellan oscillator
- Coppock curve
- Ulcer index
- Bull (stock market speculator)
- Dot-com bubble
- Bull-bear line
- Don't fight the tape
- Recession
- Economic expansion
- Market sentiment
- Real estate trends
- Herd mentality
- Mr. Market
- Differential calculus
- Glossary of calculus
- List of calculus topics
- List of derivatives and integrals in alternative calculi
- Differentiation rules
- Lists of integrals
- Power rule
- Complex analysis
- Differential geometry
- Fourier series
- Integral equation
- Multivariable calculus
- Non-classical analysis
- Non-standard analysis
- Non-standard calculus
- Precalculus
- Product integral
- Binomial theorem
- Concave function
- Factorial
- Free variables and bound variables
- Graph of a function
- Linear function
- Mean value theorem
- Radian
- Rolle's theorem
- Secant line
- Indeterminate form
- Limit of a function
- One-sided limit
- Order of approximation
- (ε, δ)-definition of limit
- Differential (mathematics)
- Differential operator
- Implicit function
- Inverse functions and differentiation
- L'Hôpital's rule
- General Leibniz rule
- Notation for differentiation
- Leibniz's notation
- Product rule
- Quotient rule
- Regiomontanus' angle maximization problem
- Related rates
- Constant factor rule in differentiation
- Linearity of differentiation
- Sum rule in differentiation
- Stationary point
- Derivative test
- Extreme value theorem
- Taylor's theorem
- Arc length
- Constant of integration
- Leibniz integral rule
- Integral of secant cubed
- Integral of the secant function
- Integration by parts
- Integration by substitution
- Tangent half-angle substitution
- Partial fraction decomposition
- Integral
- Quadratic integral
- Proof that 22/7 exceeds π
- Constant factor rule in integration
- Linearity of integration
- Sum rule in integration
- Trapezoidal rule
- Trigonometric substitution
- Vector calculus
- Curl (mathematics)
- Directional derivative
- Divergence
- Divergence theorem
- Gradient
- Gradient theorem
- Green's theorem
- Laplace operator
- Stokes' theorem
- Curvature
- Disc integration
- Exterior derivative
- Gabriel's Horn
- Geometric calculus
- Hessian matrix
- Jacobian matrix and determinant
- Line integral
- Matrix calculus
- Multiple integral
- Shell integration
- Surface integral
- Tensor calculus
- Volume integral
- Abel's test
- Alternating series
- Alternating series test
- Arithmetico–geometric sequence
- Binomial series
- Cauchy condensation test
- Direct comparison test
- Dirichlet's test
- Euler–Maclaurin formula
- Geometric series
- Series (mathematics)
- Integral test for convergence
- Limit comparison test
- Power series
- Ratio test
- Root test
- Term test
- Bernoulli number
- Stirling's approximation
- Adequality
- Generality of algebra
- Infinitesimal
- Isaac Newton
- Law of Continuity
- Leonhard Euler
- Method of Fluxions
- The Method of Mechanical Theorems
- List of integrals of exponential functions
- List of integrals of hyperbolic functions
- List of integrals of inverse hyperbolic functions
- List of integrals of inverse trigonometric functions
- List of integrals of irrational functions
- List of integrals of rational functions
- List of integrals of trigonometric functions
- List of limits
- List of mathematical symbols
- Game theory
- Statistics
- Element (mathematics)
- Division (mathematics)
- Number theory
- Empty set
- Naive set theory
- Randomness
- Degrees of freedom
- Coupling (physics)
- Cellular Potts model
- Interacting particle system
- McKean–Vlasov process
- Kinetic theory of gases
- Uncertainty
- Boundary value problem
- Cost overrun
- Stationary distribution
- Empirical measure
- Markov chain
- Particle filter
- Mean field particle methods
- Deterministic algorithm
- Unit square
- Inscribed figure
- Diffusion Monte Carlo
- Stochastic simulation
- Primality test
- Stochastic modelling (insurance)
- Curse of dimensionality
- Iterated integral
- Pathological (mathematics)
- Importance sampling
- Stratified sampling
- Monte Carlo integration
- VEGAS algorithm
- Quasi-Monte Carlo method
- Low-discrepancy sequence
- Metropolis–Hastings algorithm
- Gibbs sampling
- Wang and Landau algorithm
- Stochastic optimization
- Multidisciplinary design optimization
- Inverse problem
- Boundary (topology)
- Topology
- Degree of a polynomial
- ∂
- Delta (letter)
- Numerical methods for ordinary differential equations
- Euler method
- Backward Euler method
- Semi-implicit Euler method
- Verlet integration
- Trapezoidal rule (differential equations)
- Beeman's algorithm
- Midpoint method
- Heun's method
- Newmark-beta method
- Leapfrog integration
- Exponential integrator
- Runge–Kutta methods
- List of Runge–Kutta methods
- Linear multistep method
- General linear methods
- Backward differentiation formula
- Outline of probability
- Mode (statistics)
- Support (mathematics)
- Median
- Skewness
- Kurtosis
- Mathematical finance
- Financial market
- Share price
- Derivative (finance)
- Valuation of options
- Financial modeling
- Fundamental theorem of asset pricing
- Black–Scholes model
- Computational finance
- Financial engineering
- Stochastic investment model
- Quantitative analyst
- Risk management
- Investment management
- Brownian model of financial markets
- Martingale pricing
- Supply and demand
- Option (finance)
- Exotic option
- Convertible bond
- Brownian motion
- Normal distribution
- Logarithm
- Geometric Brownian motion
- Stochastic process
- Itô calculus
- Partial differential equation
- Dow theory
- Market trend
- Financial models with long-tailed distributions and volatility clustering
- Financial crisis of 2007–2008
- Asymptotic analysis
- Calculus
- Copula (probability theory)
- Differential equation
- Expected value
- Ergodic theory
- Feynman–Kac formula
- Fourier transform
- Girsanov theorem
- Itô's lemma
- Martingale representation theorem
- Mathematical model
- Monte Carlo method
- Numerical analysis
- Real analysis
- Heat equation
- Numerical partial differential equations
- Crank–Nicolson method
- Finite difference
- Probability
- Probability distribution
- Binomial distribution
- Log-normal distribution
- Quantile function
- Radon–Nikodym theorem
- Risk-neutral measure
- Stochastic calculus
- Wiener process
- Lévy process
- Stochastic differential equation
- Stochastic volatility
- Value at risk
- Volatility (finance)
- Autoregressive conditional heteroskedasticity
- Rational pricing
- Forward price
- Futures contract
- Swap (finance)
- Put–call parity
- Intrinsic value (finance)
- Option time value
- Moneyness
- Black model
- Monte Carlo methods for option pricing
- Implied volatility
- Volatility smile
- SABR volatility model
- Markov switching multifractal
- Greeks (finance)
- Finite difference methods for option pricing
- Vanna–Volga pricing
- Trinomial tree
- Lattice model (finance)
- Foreign exchange option
- Black's approximation
- Optimal stopping
- Interest rate derivative
- Interest rate cap and floor
- Swaption
- Bond option
- Short-rate model
- Rendleman–Bartter model
- Vasicek model
- Ho–Lee model
- Hull–White model
- Cox–Ingersoll–Ross model
- Black–Karasinski model
- Black–Derman–Toy model
- Chen model
- Forward rate
- LIBOR market model
- Heath–Jarrow–Morton framework
- Portfolio (finance)
- Jump diffusion
- Frictionless market
- Probability space
- Filtration (mathematics)
- Probability measure
- Continuous function
- Bounded variation
- Lebesgue's decomposition theorem
- Dividend
- Almost surely
- Short (finance)
- Risk premium
- Insider trading
- Semimartingale
- Martingale (probability theory)
- Absolute continuity
- Hedge (finance)
- Lebesgue measure
- Monte Carlo methods in finance
- Agent-based computational economics
- Liquidity at risk
- Margin at risk
- Profit at risk
- Quasi-Monte Carlo methods in finance
- Statistical finance
- Wilkie investment model
- XVA
- Asset
- Index fund
- Interest rate
- Underlying
- Forward contract
- Collateralized debt obligation
- Credit default swap
- Over-the-counter (finance)
- Exchange-traded derivative contract
- Futures exchange
- Foreign exchange derivative
- Equity derivative
- Interest rate swap
- Leverage (finance)
- Equity swap
- Libor
- Capital gains tax
- Forward rate agreement
- Exotic derivative
- Hedge fund
- Bank for International Settlements
- Credit risk
- Contract
- Margin (finance)
- Clearing house (finance)
- Call option
- Put option
- Strike price
- Binary option
- Warrant (finance)
- Currency swap
- Total return swap
- Commodity swap
- Repurchase agreement
- Turbo warrant
- Basis swap
- Credit default option
- Gold as an investment
- Currency future
- Single-stock futures
- Dow Jones Industrial Average
- Asset-backed security
- Credit event
- Financial risk management
- Special-purpose entity
- Spot contract
- Long (finance)
- Forward exchange rate
- Profit (accounting)
- Speculation
- Position (finance)
- Mortgage loan
- Securitization
- Government-sponsored enterprise
- Collateralized mortgage obligation
- Finance
- Financial instrument
- Counterparty
- Trade
- Cash flow
- Derivatives market
- Risk aversion
- Spot market
- Market participant
- Market price
- Arbitrage
- Credit derivative
- Shipping markets
- Inflation derivative
- Property derivative
- Weather derivative
- Credit spread (options)
- Debit spread
- Exercise (options)
- Expiration (options)
- Open interest
- Pin risk (options)
- Risk-free interest rate
- Employee stock option
- Fixed income
- Option style
- Options strategies
- Options spread
- Asian option
- Barrier option
- Basket option
- Chooser option
- Cliquet option
- Commodore option
- Compound option
- Forward start option
- Interest rate option
- Lookback option
- Mountain range (options)
- Rainbow option
- Collar (finance)
- Covered call
- Fence (finance)
- Iron butterfly (options strategy)
- Iron condor
- Straddle
- Strangle (options)
- Protective put
- Risk reversal
- Backspread
- Bear spread
- Box spread (options)
- Bull spread
- Butterfly (options)
- Calendar spread
- Diagonal spread
- Intermarket Spread
- Ratio spread
- Vertical spread
- Binomial options pricing model
- Margrabe's formula
- Real options valuation
- Amortising swap
- Asset swap
- Conditional variance swap
- Constant maturity swap
- Correlation swap
- Dividend swap
- Foreign exchange swap
- Inflation swap
- Overnight indexed swap
- Variance swap
- Volatility swap
- Year-on-Year Inflation-Indexed Swap
- Zero-Coupon Inflation-Indexed Swap
- Zero coupon swap
- Contango
- Dividend future
- Forward market
- Interest rate future
- Normal backwardation
- Slippage (finance)
- Stock market index future
- Energy derivative
- Constant proportion portfolio insurance
- Contract for difference
- Credit-linked note
- Equity-linked note
- Fund derivative
- Mortgage-backed security
- Power reverse dual-currency note
- Consumer debt
- Corporate bond
- Government debt
- Great Recession
- Municipal bond
- Tax policy
- Financial economics
- Economic model
- Yield spread
- Bootstrapping (finance)
- Credit score
- Bad debt
- Corporate finance
- Portfolio optimization
- Financial risk modeling
- Dynamic financial analysis
- Pairs trade
- Credit valuation adjustment
- Stochastic
- Algorithm
- Numerical linear algebra
- Dynamic programming
- Mathematical optimization
- Outline of finance
- Historical simulation (finance)
- C++
- Python (programming language)
- List of numerical analysis software
- Quantitative behavioral finance
- Technical analysis
- Common stock
- Share capital
- Capital surplus
- Authorised capital
- Issued shares
- Shares outstanding
- Treasury stock
- Heston model
- Variance gamma process
- Abstraction
- Arbitrage pricing theory
- Partial derivative
- Algorithmic trading
- MetaTrader 4
- Trend following
- Commodity Futures Trading Commission
- Market microstructure
- Market liquidity
- London Stock Exchange
- Market clearing
- Program trading
- Index arbitrage
- S&P 500 Index
- Black Monday (1987)
- Market neutral
- Statistical arbitrage
- Convergence trade
- Relative value (economics)
- Delta neutral
- Law of one price
- Security (finance)
- Merchant
- Mean reversion (finance)
- Ornstein–Uhlenbeck process
- Standard deviation
- Scalping (trading)
- Market maker
- Two-sided market
- Quod Financial
- Dark pool
- Interest rate parity
- Foreign exchange market
- Transaction cost
- Risk arbitrage
- Takeover
- Quote stuffing
- Ultra-low latency direct market access
- Colocation centre
- Reverse engineering
- Markov chain Monte Carlo
- Black box
- Order management system
- Low latency (capital markets)
- Complex event processing
- Financial Information eXchange
- 2010 Flash Crash
- Alternative trading system
- Artificial intelligence
- Best execution
- Electronic trading platform
- FIXatdl
- High-frequency trading
- Mirror trading
- Capital structure
- Convertible arbitrage
- Fixed income arbitrage
- Fixed-income relative-value investing
- Volatility arbitrage
- Activist shareholder
- Distressed securities
- Special situation
- Commodity trading advisor
- Managed futures account
- Global macro
- Long/short equity
- Multi-manager investment
- Day trading
- Prime brokerage
- Proprietary trading
- Commodity market
- Stock market
- Bond market
- Money market
- Structured finance
- Assets under management
- Capital asset pricing model
- Alpha (finance)
- Beta (finance)
- Security characteristic line
- Fundamental analysis
- Taxation of private equity and hedge funds
- Vulture fund
- Family office
- Financial endowment
- High-net-worth individual
- Institutional investor
- Insurance
- Investment banking
- Merchant bank
- Pension fund
- Sovereign wealth fund
- Fund governance
- Hedge Fund Standards Board
- Primary market
- Secondary market
- Third market
- Fourth market
- Golden share
- Preferred stock
- Restricted stock
- Tracking stock
- Broker-dealer
- Day trader
- Floor broker
- Floor trader
- Investor
- Financial regulation
- Stock trader
- Electronic communication network
- List of stock exchanges
- List of stock exchange opening times
- Multilateral trading facility
- Bid–ask spread
- Book value
- Capital market line
- Dividend discount model
- Dividend yield
- Earnings per share
- Earnings yield
- Net asset value
- Security market line
- T-model
- Buy and hold
- Contrarian investing
- Dollar cost averaging
- Efficient-market hypothesis
- Growth stock
- Market timing
- Modern portfolio theory
- Momentum investing
- Mosaic theory (investments)
- Post-modern portfolio theory
- Random walk hypothesis
- Sector rotation
- Style investing
- Swing trading
- Value investing
- Block trade
- Cross listing
- Dual-listed company
- DuPont analysis
- Efficient frontier
- Flight-to-quality
- Haircut (finance)
- Initial public offering
- Market anomaly
- Market capitalization
- Market depth
- Market manipulation
- Momentum (finance)
- Open outcry
- Public float
- Public offering
- Rally (stock market)
- Returns-based style analysis
- Reverse stock split
- Share repurchase
- Stock dilution
- Stock market index
- Stock split
- Trade (financial instrument)
- Uptick rule
- Voting interest
- Yield (finance)
- Direct market access
- Spoofing (finance)
- Layering (finance)
- QuantLib
- Finite difference method
- Ordinary least squares
- Regression analysis
- Spline interpolation
- Yield curve
- Bisection method
- Newton's method
- Secant method
- Zero of a function
- Maxima and minima
- Internal rate of return
- Society for Industrial and Applied Mathematics
- Trading strategy
- Credit analysis
- Asset and liability management
- Portfolio manager
- Mutual fund
- Financial statement analysis
- Bond valuation
- Government bond
- High-yield debt
- Registered share
- Stock certificate
- Stock exchange
- Hybrid security
- Currency
- Exchange rate
- Real estate
- Reinsurance
- Financial market participants
- Trader (finance)
- Probability density function
- Inflection point
- Stephen Stigler
- Quadratic function
- Precision (statistics)
- Multivariate normal distribution
- Cumulant
- Maximum entropy probability distribution
- Elliptical distribution
- Symmetric probability distribution
- Weight
- Share (finance)
- Pareto distribution
- Outlier
- Statistical inference
- Heavy-tailed distribution
- Robust statistics
- Stable distribution
- Independent and identically distributed random variables
- Cauchy distribution
- Lévy distribution
- Unimodality
- Derivative
- Logarithmically concave function
- Differentiable function
- Smoothness (probability theory)
- Hermite polynomials
- List of integrals of Gaussian functions
- Moment (mathematics)
- Double factorial
- Confluent hypergeometric function
- Imaginary unit
- Frequency domain
- Eigenfunction
- Characteristic function (probability theory)
- Frequency
- Moment-generating function
- Cumulative distribution function
- Error function
- Special functions
- Q-function
- Rotational symmetry
- Interval estimation
- Coverage probability
- 68–95–99.7 rule
- Probit
- Quantile
- Statistical hypothesis testing
- Confidence interval
- 1.96
- Tolerance interval
- Estimator
- Sample mean and covariance
- Asymptote
- Heaviside step function
- Generalized function
- Dirac delta function
- Limit (mathematics)
- Central limit theorem
- Test statistic
- Score (statistics)
- De Moivre–Laplace theorem
- Chi-squared distribution
- Student's t-distribution
- Berry–Esseen theorem
- Edgeworth series
- Calculus of variations
- Lagrange multiplier
- Independence (probability theory)
- Polarization identity
- Linear combination
- Infinite divisibility (probability)
- Cramér's theorem
- Polynomial
- Uncorrelated random variables
- Kullback–Leibler divergence
- Hellinger distance
- Fisher information
- Exponential family
- Conjugate prior
- Manifold
- Constant curvature
- Flat manifold
- Folded normal distribution
- Half-normal distribution
- Chi distribution
- Noncentral chi-squared distribution
- Bessel function
- Rayleigh distribution
- Cochran's theorem
- Basu's theorem
- F-distribution
- Split normal distribution
- Truncated normal distribution
- Euclidean space
- Ellipsoid
- Rectified Gaussian distribution
- Complex normal distribution
- Matrix normal distribution
- Gaussian process
- Brownian bridge
- Gaussian q-distribution
- Q-analog
- Q-Gaussian distribution
- Tsallis entropy
- Tsallis distribution
- Pearson distribution
- Generalized normal distribution
- Normality test
- Q–Q plot
- P–P plot
- Shapiro–Wilk test
- Normal probability plot
- D'Agostino's K-squared test
- Jarque–Bera test
- Lilliefors test
- Kolmogorov–Smirnov test
- Anderson–Darling test
- Standard error
- Completeness (statistics)
- Sufficient statistic
- Lehmann–Scheffé theorem
- Minimum-variance unbiased estimator
- Efficient estimator
- Asymptotic theory (statistics)
- Consistent estimator
- Convergence of random variables
- Asymptotic distribution
- Variance
- Bessel's correction
- Bias of an estimator
- Mean squared error
- Studentization
- Joint probability distribution
- Ancillary statistic
- Type I and type II errors
- Prior probability
- Bayesian linear regression
- Linear regression
- Posterior probability
- Completing the square
- Weighted arithmetic mean
- Multiplicative inverse
- Harmonic mean
- Symmetric matrix
- Invertible matrix
- Quadratic form
- Scalar (mathematics)
- Likelihood function
- Bayesian inference
- Inverse-gamma distribution
- Scaled inverse chi-squared distribution
- Parametrization
- Normal-inverse-gamma distribution
- Squared deviations from the mean
- Principle of maximum entropy
- Quantum harmonic oscillator
- Diffusion
- Diffusion equation
- Poisson distribution
- Thermal radiation
- Bose–Einstein statistics
- Compound interest
- Stock market crash
- Nassim Nicholas Taleb
- Propagation of uncertainty
- Z-test
- Percentile rank
- Normal curve equivalent
- Stanine
- Standard score
- Grading on a curve
- Analysis of variance
- Student's t-test
- Cumulative frequency analysis
- Errors and residuals
- Random number generation
- Uniform distribution (continuous)
- Probability integral transform
- Irwin–Hall distribution
- Box–Muller transform
- Exponential distribution
- Marsaglia polar method
- Ziggurat algorithm
- Numerical integration
- Taylor series
- Asymptotic expansion
- Gauss's continued fraction
- Mathematics
- Inverse function
- Exponentiation
- Base (exponentiation)
- Common logarithm
- Natural logarithm
- E (mathematical constant)
- Binary logarithm
- Logarithmic scale
- Decibel
- Level (logarithmic quantity)
- Units of measurement
- Computational complexity theory
- Fractal
- Prime number
- Complex logarithm
- Complex number
- Discrete logarithm
- Real number
- List of logarithmic identities
- Irrational number
- Mathematical analysis
- Numerical digit
- Monotonic function
- Intermediate value theorem
- Exponential function
- Chain rule
- Slope
- Tangent
- Antiderivative
- Logarithmic derivative
- Logarithmic differentiation
- List of integrals of logarithmic functions
- Fundamental theorem of calculus
- Harmonic series (mathematics)
- Infinity
- Limit of a sequence
- Euler–Mascheroni constant
- Quicksort
- Laplace transform
- Algebraic number
- Transcendental number
- Transcendental function
- Gelfond–Schneider theorem
- Arithmetic–geometric mean
- CORDIC
- Arithmetic shift
- Recursion
- Inverse hyperbolic function
- Summation
- Carl Friedrich Gauss
- Arithmetic mean
- Geometric mean
- Probability theory
- Law of large numbers
- Law of the iterated logarithm
- Random variable
- Maximum likelihood estimation
- Statistical model
- Parametric model
- Analysis of algorithms
- Time complexity
- Divide and conquer algorithm
- Binary search algorithm
- Logarithmic growth
- Entropy
- Boltzmann constant
- Prime-counting function
- Prime number theorem
- Proportionality (mathematics)
- Riemann hypothesis
- Erdős–Kac theorem
- Trigonometric functions
- Euler's formula
- Matrix exponential
- Group theory
- Differential form
- Polylogarithm
- Quadratic variation
- Determinism
- Local volatility
- Stationary process
- Breakout (technical analysis)
- Dead cat bounce
- Elliott wave principle
- Candlestick chart
- Kagi chart
- Line chart
- Open-high-low-close chart
- Point and figure chart
- Broadening top
- Cup and handle
- Double top and double bottom
- Flag and pennant patterns
- Gap (chart pattern)
- Head and shoulders (chart pattern)
- Island reversal
- Price channels
- Triangle (chart pattern)
- Triple top and triple bottom
- Wedge pattern
- Candlestick pattern
- Chart pattern
- Doji
- Hammer (candlestick pattern)
- Hanging man (candlestick pattern)
- Inverted hammer
- Marubozu
- Shooting star (candlestick pattern)
- Spinning top (candlestick pattern)
- Hikkake pattern
- Morning star (candlestick pattern)
- Three Black Crows
- Three white soldiers
- Support and resistance
- Bottom (technical analysis)
- Fibonacci retracement
- Pivot point (technical analysis)
- Top (technical analysis)
- Average directional movement index
- Commodity channel index
- Detrended price oscillator
- KST oscillator
- Ichimoku Kinkō Hyō
- Mass index
- Moving average
- Parabolic SAR
- Smart money index
- Trend line (technical analysis)
- Trix (technical analysis)
- Vortex indicator
- Volume (finance)
- Breadth of market
- Technical indicator
- Money flow index
- Relative strength index
- Stochastic oscillator
- True strength index
- Ultimate oscillator
- Williams %R
- Accumulation/distribution index
- Ease of movement
- Force index
- Negative volume index
- On-balance volume
- Put/call ratio
- Volume–price trend
- Average true range
- Bollinger Bands
- Donchian channel
- Keltner channel
- VIX
- Advance–decline line
- TRIN (finance)
- McClellan oscillator
- Coppock curve
- Ulcer index
- Bull (stock market speculator)
- Dot-com bubble
- Bull-bear line
- Don't fight the tape
- Recession
- Economic expansion
- Market sentiment
- Real estate trends
- Herd mentality
- Mr. Market
- Differential calculus
- Glossary of calculus
- List of calculus topics
- List of derivatives and integrals in alternative calculi
- Differentiation rules
- Lists of integrals
- Power rule
- Complex analysis
- Differential geometry
- Fourier series
- Integral equation
- Multivariable calculus
- Non-classical analysis
- Non-standard analysis
- Non-standard calculus
- Precalculus
- Product integral
- Binomial theorem
- Concave function
- Factorial
- Free variables and bound variables
- Graph of a function
- Linear function
- Mean value theorem
- Radian
- Rolle's theorem
- Secant line
- Indeterminate form
- Limit of a function
- One-sided limit
- Order of approximation
- (ε, δ)-definition of limit
- Differential (mathematics)
- Differential operator
- Implicit function
- Inverse functions and differentiation
- L'Hôpital's rule
- General Leibniz rule
- Notation for differentiation
- Leibniz's notation
- Product rule
- Quotient rule
- Regiomontanus' angle maximization problem
- Related rates
- Constant factor rule in differentiation
- Linearity of differentiation
- Sum rule in differentiation
- Stationary point
- Derivative test
- Extreme value theorem
- Taylor's theorem
- Arc length
- Constant of integration
- Leibniz integral rule
- Integral of secant cubed
- Integral of the secant function
- Integration by parts
- Integration by substitution
- Tangent half-angle substitution
- Partial fraction decomposition
- Integral
- Quadratic integral
- Proof that 22/7 exceeds π
- Constant factor rule in integration
- Linearity of integration
- Sum rule in integration
- Trapezoidal rule
- Trigonometric substitution
- Vector calculus
- Curl (mathematics)
- Directional derivative
- Divergence
- Divergence theorem
- Gradient
- Gradient theorem
- Green's theorem
- Laplace operator
- Stokes' theorem
- Curvature
- Disc integration
- Exterior derivative
- Gabriel's Horn
- Geometric calculus
- Hessian matrix
- Jacobian matrix and determinant
- Line integral
- Matrix calculus
- Multiple integral
- Shell integration
- Surface integral
- Tensor calculus
- Volume integral
- Abel's test
- Alternating series
- Alternating series test
- Arithmetico–geometric sequence
- Binomial series
- Cauchy condensation test
- Direct comparison test
- Dirichlet's test
- Euler–Maclaurin formula
- Geometric series
- Series (mathematics)
- Integral test for convergence
- Limit comparison test
- Power series
- Ratio test
- Root test
- Term test
- Bernoulli number
- Stirling's approximation
- Adequality
- Generality of algebra
- Infinitesimal
- Isaac Newton
- Law of Continuity
- Leonhard Euler
- Method of Fluxions
- The Method of Mechanical Theorems
- List of integrals of exponential functions
- List of integrals of hyperbolic functions
- List of integrals of inverse hyperbolic functions
- List of integrals of inverse trigonometric functions
- List of integrals of irrational functions
- List of integrals of rational functions
- List of integrals of trigonometric functions
- List of limits
- List of mathematical symbols
- Game theory
- Statistics
- Element (mathematics)
- Division (mathematics)
- Number theory
- Empty set
- Naive set theory
- Randomness
- Degrees of freedom
- Coupling (physics)
- Cellular Potts model
- Interacting particle system
- McKean–Vlasov process
- Kinetic theory of gases
- Uncertainty
- Boundary value problem
- Cost overrun
- Stationary distribution
- Empirical measure
- Markov chain
- Particle filter
- Mean field particle methods
- Deterministic algorithm
- Unit square
- Inscribed figure
- Diffusion Monte Carlo
- Stochastic simulation
- Primality test
- Stochastic modelling (insurance)
- Curse of dimensionality
- Iterated integral
- Pathological (mathematics)
- Importance sampling
- Stratified sampling
- Monte Carlo integration
- VEGAS algorithm
- Quasi-Monte Carlo method
- Low-discrepancy sequence
- Metropolis–Hastings algorithm
- Gibbs sampling
- Wang and Landau algorithm
- Stochastic optimization
- Multidisciplinary design optimization
- Inverse problem
- Boundary (topology)
- Topology
- Degree of a polynomial
- ∂
- Delta (letter)
- Numerical methods for ordinary differential equations
- Euler method
- Backward Euler method
- Semi-implicit Euler method
- Verlet integration
- Trapezoidal rule (differential equations)
- Beeman's algorithm
- Midpoint method
- Heun's method
- Newmark-beta method
- Leapfrog integration
- Exponential integrator
- Runge–Kutta methods
- List of Runge–Kutta methods
- Linear multistep method
- General linear methods
- Backward differentiation formula
- Outline of probability
- Mode (statistics)
- Support (mathematics)
- Median
- Skewness
- Kurtosis
- Constant elasticity of variance model
- Rate of return
- Realized variance
- List of things named after Carl Friedrich Gauss
- Random walk
- Benoit Mandelbrot
- Autoregressive–moving-average model
- Fixed rate bond
- Zero-coupon bond
- Future value
- Fair value
- Cost of carry
- Korea Exchange
- Singapore Exchange
- Dubai Mercantile Exchange
- London Metal Exchange
- Tokyo Stock Exchange
- Tokyo Commodity Exchange
- Australian Securities Exchange
- NYSE Euronext
- Intercontinental Exchange
- Product (business)
- Stock
- Value (economics)
- Root-finding algorithm
- Volatility clustering
- IVX