Category:Mathematical finance

Subcategories

This category has the following 4 subcategories, out of 4 total.

F

• + Financial ratios (0)
• + Fixed income analysis (0)

I

• + Interest (1)
• + Interest rates (1)

Pages in category "Mathematical finance"

The following 115 pages are in this category, out of 115 total. This list may sometimes be slightly out of date (learn more)

Mathematical finance * Quantitative behavioral finance A Accumulation function Adjusted present value Alpha (investment) Alternative beta Analytics Annual percentage rate Annuity Arbitrage pricing theory Arrow-Debreu model B Bank condition Beta (finance) Beta decay (finance) Binomial options pricing model Black model Black swan theory Black-Derman-Toy model Black–Scholes C Capital asset pricing model Cash accumulation equation Cash on cash return Chen model Lin Chen Cointegration Compound interest Computational finance Consumption-based capital asset pricing model Correlation swap Cox-Ingersoll-Ross model Crank–Nicolson method Credit card interest Current yield D Delta neutral Discount rate Discounted maximum loss E Early repayment charge Earnings response coefficient

E cont. Econophysics Enterprise value Equity value Exotic option Expected shortfall F Fisher equation Flows to equity Forward measure Fundamental theorem of arbitrage-free pricing Future value H Heath-Jarrow-Morton framework Heston model Ho-Lee model Holding period return Hull-White model I Implied repo rate Implied volatility Interest rate Internal rate of return Intertemporal CAPM Inverse demand function J Robert A. Jarrow Jensen's alpha K Kurtosis risk L LIBOR Market Model Late fee M Magic Formula Investing Malliavin calculus Martingale pricing McClellan Oscillator Merton's portfolio problem Modern portfolio theory Modified Dietz Method Modified Internal Rate of Return Monte Carlo methods in finance Monte Carlo option model Moving average N Nelson-Siegel Net present value

N cont. No-arbitrage bounds O George S. Oldfield Optimal stopping P Perpetuity Point (mortgage) Post-modern portfolio theory Present value Put–call parity Q Quality investing R Rational pricing Risk measure Risk-neutral measure Roll's critique Rule of 72 S SABR Volatility Model Separation property (Finance) Short rate model Simple moving average crossover Skewness risk Spectral risk measure Statistical finance Stochastic calculus Stochastic volatility T T-Model Tail value at risk The Dogs of the Dow U Undervalued stock Unknown unknown V VIX VWAP Valuation of options Value at risk Value investing Variance swap Vasicek model Viscosity solution Volatility (finance) Volatility smile