Category:Financial risk modeling
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Here is a list of articles in the Financial risk modeling category of the Computing portal that unifies foundations of mathematics and computations using computers.
Pages in category "Financial risk modeling"
The following 46 pages are in this category, out of 46 total.
- Financial risk modeling (computing)
A
- Acceptance set (finance)
B
- Betavexity (computing)
C
- Capital asset pricing model (finance)
- Cascades in financial networks (finance)
- Coherent risk measure (computing)
- Consistent pricing process (finance)
- Counterparty credit risk (computing)
D
- Deviation risk measure (finance)
- Discounted maximum loss (finance)
- Distortion risk measure (finance)
- Diversification (finance)
- Downside beta (finance)
- Downside risk (finance)
- Drawdown (economics) (computing)
- Dual-beta (finance)
- Dynamic risk measure (finance)
E
- Entropic risk measure (finance)
- Entropic value at risk (finance)
- Expected shortfall (computing)
- Exponential utility (finance)
- Extreme value theory (computing)
F
- Fama–French three-factor model (finance)
H
- Historical simulation (finance)
- Hyperbolic absolute risk aversion (finance)
I
- Idiosyncratic risk (finance)
- Isoelastic utility (finance)
J
- Jarrow–Turnbull model (finance)
M
- Merton model (finance)
- Modern portfolio theory (finance)
- Multiple factor models (finance)
O
- Omega ratio (computing)
R
- Risk aversion (computing)
- Risk measure (computing)
- Risk-neutral measure (finance)
- RiskMetrics (computing)
S
- Solvency cone (finance)
- Spectral risk measure (finance)
- Superhedging price (finance)
T
- Tail value at risk (computing)
- Time consistency (finance)
- Two-moment decision model (finance)
U
- Upside beta (finance)
- Upside risk (finance)
V
- Value at risk (computing)
X
- XVA (computing)