# 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)*