# Category:Financial models

## Subcategories

This category has the following 2 subcategories, out of 2 total.

## Pages in category "Financial models"

The following 75 pages are in this category, out of 75 total.

### A

- Adjusted present value
*(finance)* - Affine term structure model
*(computing)* - Arbitrage pricing theory
*(finance)* - Arrow–Debreu model
*(finance)* - Asset pricing
*(finance)*

### B

- Bachelier model
*(physics)* - Barone-Adesi and Whaley
*(finance)* - Binomial options pricing model
*(computing)* - Bjerksund and Stensland
*(finance)* - Black model
*(finance)* - Black's approximation
*(finance)* - Black–Derman–Toy model
*(finance)* - Black–Karasinski model
*(computing)* - Black–Litterman model
*(finance)* - Black–Scholes equation
*(finance)* - Black–Scholes model
*(computing)* - Brace-Gatarek-Musiela model
*(finance)* - Brownian model of financial markets
*(computing)*

### C

- Capital asset pricing model
*(finance)* - Carhart four-factor model
*(finance)* - Carr–Madan formula
*(computing)* - Chen model
*(finance)* - Chepakovich valuation model
*(finance)* - Cheyette model
*(finance)* - Constant elasticity of variance model
*(finance)* - Consumption-based capital asset pricing model
*(finance)* - Cox–Ingersoll–Ross model
*(computing)*

### D

- Datar–Mathews method for real option valuation
*(computing)* - Dividend discount model
*(finance)* - Drawdown (economics)
*(computing)*

### E

- Edgeworth binomial tree
*(finance)* - Expected shortfall
*(computing)*

### F

- Fama–French three-factor model
*(finance)* - Fama–MacBeth regression
*(finance)* - Financial Modelers' Manifesto
*(finance)* - Financial modeling
*(computing)* - Fuzzy pay-off method for real option valuation
*(computing)*

### G

- Garman-Kohlhagen model
*(finance)*

### H

- Hamada's equation
*(finance)* - Heath–Jarrow–Morton framework
*(finance)* - Heston model
*(finance)* - Ho–Lee model
*(finance)* - Hull–White model
*(finance)*

### I

- Implied binomial tree
*(finance)* - Implied trinomial tree
*(finance)* - Intertemporal CAPM
*(finance)*

### J

- Jamshidian's trick
*(finance)*

### K

- Kalotay–Williams–Fabozzi model
*(finance)* - Korn–Kreer–Lenssen model
*(computing)*

### L

- LIBOR market model
*(finance)* - Longstaff–Schwartz model
*(finance)*

### M

- Margrabe's formula
*(finance)* - Mark to model
*(finance)* - Markowitz model
*(finance)* - Martingale pricing
*(finance)* - Model audit
*(finance)* - Model risk
*(computing)* - Multi-curve framework
*(finance)* - Multiple factor models
*(finance)*

### N

- Nelson-Siegel
*(finance)*

### O

- Omega ratio
*(computing)*

### P

- Project finance model
*(finance)* - PSA prepayment model
*(finance)*

### R

- Rendleman–Bartter model
*(finance)* - Return on modeling effort
*(finance)* - Roll-Geske-Whaley
*(finance)*

### S

- SABR volatility model
*(finance)* - Single-index model
*(finance)* - Stochastic investment model
*(computing)* - Stochastic volatility jump
*(finance)*

### T

- T-model
*(finance)* - Treynor–Black model
*(finance)*

### V

- Vanna–Volga pricing
*(finance)* - Vasicek model
*(finance)*

### W

- Wilkie investment model
*(computing)*