Category:Mathematical finance

• 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)