Category:Mathematical finance
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Here is a list of articles in the Mathematical finance category of the Finance portal.
Subcategories
This category has the following 4 subcategories, out of 4 total.
A
M
P
Pages in category "Mathematical finance"
The following 180 pages are in this category, out of 180 total.
- Mathematical finance (finance)
- Stochastic differential equation (computing)
- Stochastic partial differential equation (computing)
A
- Accumulation function (finance)
- Adjusted current yield (finance)
- Admissible trading strategy (finance)
- Affine term structure model (computing)
- Alpha (finance)
- Alpha Profiling (finance)
- Alternative beta (finance)
- Annual percentage rate (finance)
- Autoregressive conditional duration (computing)
- AZFinText (computing)
B
- Bank condition (finance)
- Barone-Adesi and Whaley (finance)
- Beta (finance)
- Bid–ask matrix (finance)
- Binomial options pricing model (computing)
- Bjerksund and Stensland (finance)
- Black–Scholes equation (finance)
- Brace-Gatarek-Musiela model (finance)
C
- Carr–Madan formula (computing)
- Cash accumulation equation (finance)
- Cheyette model (finance)
- Cointegration (computing)
- Complete market (finance)
- Compound annual growth rate (computing)
- Compound interest (computing)
- Computational finance (finance)
- Consumer math (computing)
- Continuous-repayment mortgage (finance)
- Convexity (finance)
- Convexity correction (computing)
- Correlation swap (finance)
- Counterparty credit risk (computing)
- Crank–Nicolson method (computing)
- Credit card interest (finance)
- Credit valuation adjustment (computing)
- Current yield (finance)
D
- Delta neutral (finance)
- Discount points (finance)
- Discount rate (finance)
E
- Early repayment charge (finance)
- Earnings response coefficient (finance)
- Econophysics (physics)
- Edgeworth binomial tree (finance)
- Efficient frontier (finance)
- Enterprise value (finance)
- Equity value (finance)
- Exotic option (finance)
F
- Factor theory (finance)
- Financial correlation (finance)
- Financial econometrics (computing)
- Financial engineering (finance)
- Financial Modelers' Manifesto (finance)
- Financial modeling (computing)
- Finite difference methods for option pricing (computing)
- Fisher equation (computing)
- Forward measure (computing)
- Forward volatility (finance)
- Frictionless market (finance)
- Fugit (finance)
- Fundamental theorem of asset pricing (computing)
- Future value (finance)
G
- Good–deal bounds (finance)
- Graham number (finance)
- Greeks (finance)
H
- Heath–Jarrow–Morton framework (finance)
- Heston model (finance)
- High frequency data (computing)
- High-frequency trading (finance)
- Holding period return (finance)
I
- Implied binomial tree (finance)
- Implied repo rate (finance)
- Implied trinomial tree (finance)
- Implied volatility (finance)
- Incomplete markets (finance)
- Index arbitrage (finance)
- Indifference price (finance)
- Interest rate (finance)
- Intertemporal budget constraint (computing)
- Intertemporal CAPM (finance)
- Inverse demand function (finance)
J
- Jamshidian's trick (finance)
- Jensen's alpha (finance)
- Johansen test (computing)
K
- Korn–Kreer–Lenssen model (computing)
- Kurtosis risk (computing)
L
- Late fee (physics)
- Liquidity at risk (computing)
- Low-volatility anomaly (finance)
M
- Malliavin calculus (computing)
- Margin at risk (computing)
- Marginal conditional stochastic dominance (finance)
- Margrabe's formula (finance)
- Markov switching multifractal (computing)
- Martingale pricing (finance)
- Master of Quantitative Finance (finance)
- Maximum Downside Exposure (computing)
- Maximum Downside Exposure (MDE) (computing)
- Modified Dietz method (finance)
- Modified internal rate of return (finance)
- Modigliani risk-adjusted performance (finance)
- Mortgage constant (finance)
- Multi-curve framework (finance)
- ExMark (finance)
N
- Negative probability (physics)
- Nelson-Siegel (finance)
- Net present value (finance)
- No free lunch with vanishing risk (finance)
- No-arbitrage bounds (finance)
- Numéraire (computing)
O
- Ohlson o-score (finance)
- Ohlson O-score (finance)
- Optimal stopping (computing)
- Over-the-counter (finance)
P
- Perpetuity (finance)
- Present value (finance)
- Pricing kernel (computing)
- Profit at risk (computing)
- Put–call parity (finance)
Q
- Quantitative behavioral finance (finance)
- QuantLib (software)
- Quantum finance (finance)
R
- Range accrual (finance)
- Rate of return (computing)
- Rate of return on a portfolio (finance)
- Rational pricing (finance)
- Realized kernel (finance)
- Realized variance (finance)
- Regular distribution (economics) (computing)
- Replicating portfolio (computing)
- Returns-based style analysis (finance)
- Rising moving average (computing)
- Rocket science in finance (finance)
- Roll's critique (finance)
- Roll-Geske-Whaley (finance)
- Ruin theory (computing)
- Rule of 72 (computing)
S
- Scenario optimization (computing)
- Self-financing portfolio (finance)
- Separation property (finance)
- David E. Shaw (biography)
- Short-rate model (finance)
- Simple Dietz method (finance)
- SKEW (finance)
- Skewness risk (computing)
- Snell envelope (finance)
- Sonkin enterprise multiple (finance)
- Spoofing (finance)
- State price density (computing)
- Statistical arbitrage (finance)
- Statistical finance (finance)
- Stochastic calculus (computing)
- Stochastic discount factor (computing)
- Stochastic drift (computing)
- Stochastic volatility (finance)
- Stochastic volatility jump (finance)
T
- Taleb distribution (computing)
- Theoretical Finance (finance)
- Theory of fructification (computing)
- Trinomial tree (computing)
- Time-weighted return (finance)
U
- Undervalued stock (finance)
V
- Valuation of options (finance)
- Value investing (finance)
- Vanna–Volga pricing (finance)
- Variance risk premium (finance)
- Variance swap (finance)
- Viscosity solution (computing)
- VIX (finance)
- Volatility risk premium (finance)
- Volatility smile (finance)
- Volatility tax (computing)
- Volfefe index (finance)
- Volume-weighted average price (finance)
W
- Walk forward optimization (finance)
- Weighted average cost of capital (finance)
- Weighted average return on assets (finance)
X
- XVA (computing)