Category:Financial models
Here is a list of articles in the category Financial models of the Finance portal.
Subcategories
This category has the following 2 subcategories, out of 2 total.
Pages in category "Financial models"
The following 77 pages are in this category, out of 77 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)
- Bootstrapping (finance)
- 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
- Lattice model (finance)
- 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)
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