# Category:Financial risk modeling

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)*