Category:Financial risk modeling

• 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)