Category:Mathematical finance: Difference between revisions

A

• Actuarial science (6 C, 147 P)
• Algorithmic trading (1 C, 13 P)

H

• Heath–Jarrow–Morton framework (6 P)

I

• Investment indicators (1 C, 22 P)

M

• Financial models (4 C, 90 P)
• Monte Carlo methods in finance (23 P)

P

• Portfolio theories (1 C, 45 P)

S

• Short-rate models (14 P)

• Mathematical finance
• Stochastic differential equation
• Stochastic partial differential equation

A

• Absorbing barrier (finance)
• Accumulation function
• Adjusted current yield
• Admissible trading strategy
• Affine term structure model
• Alpha (finance)
• Alpha Profiling
• Alternative beta
• Annual percentage rate
• Attribution analysis
• Autoregressive conditional duration
• AZFinText

B

• Barone-Adesi and Whaley
• Beta (finance)
• Bid–ask matrix
• Binomial options pricing model
• Bjerksund and Stensland
• Black–Scholes equation
• Bootstrapping (finance)
• Brace-Gatarek-Musiela model

C

• Carr–Madan formula
• Cash flow at risk
• Certificate in Quantitative Finance
• Cheyette model
• Cointegration
• Complete market
• Compound annual growth rate
• Compound interest
• Computational finance
• Consistent pricing process
• Consumer math
• Continuous-repayment mortgage
• Convexity (finance)
• Convexity correction
• Correlation swap
• Counterparty credit risk
• Crank–Nicolson method
• Credit card interest
• Credit valuation adjustment
• Current yield

D

• Delta neutral
• Discount points

E

• Early repayment charge
• Earnings at risk
• Earnings response coefficient
• Econophysics
• Edgeworth binomial tree
• Efficient frontier
• Enterprise value
• Equity value
• Exotic option

F

• Factor theory
• Feynman–Kac formula
• Financial correlation
• Financial econometrics
• Financial engineering
• Financial Modelers' Manifesto
• Financial modeling
• Finite difference methods for option pricing
• Fisher equation
• Fokker–Planck equation
• Forward measure
• Forward volatility
• Frictionless market
• Fugit
• Fundamental theorem of asset pricing
• Future value

G

• Girsanov theorem
• Good–deal bounds
• Graham number
• Greeks (finance)

H

• Hawkes process
• Heath–Jarrow–Morton framework
• Heston model
• High frequency data
• High-frequency trading
• Holding period return

I

• Implied binomial tree
• Implied repo rate
• Implied trinomial tree
• Implied volatility
• Incomplete markets
• Index arbitrage
• Indifference price
• Interest rate
• International Association for Quantitative Finance
• Intertemporal budget constraint
• Intertemporal CAPM
• Inverse demand function
• Itô calculus

J

• Jamshidian's trick
• Robert A. Jarrow
• Jensen's alpha
• Johansen test
• Johnson binomial tree

K

• Korn–Kreer–Lenssen model
• Kurtosis risk

L

• Late fee
• Lattice model (finance)
• Liquidity at risk
• Low-volatility anomaly

M

• Malliavin calculus
• Margin at risk
• Marginal conditional stochastic dominance
• Margrabe's formula
• Markov switching multifractal
• Martingale pricing
• Master of Computational Finance
• Master of Financial Engineering
• Master of Financial Mathematics
• Master of Quantitative Finance
• Maximum downside exposure
• Modified Dietz method
• Modified internal rate of return
• Modigliani risk-adjusted performance
• Mortgage constant
• Multi-curve framework
• ExMark

N

• Negative probability
• Nelson-Siegel
• Net present value
• No free lunch with vanishing risk
• No-arbitrage bounds
• Numéraire

O

• Ohlson O-score
• Optimal stopping
• Over-the-counter (finance)

P

• Perpetuity
• Present value
• Pricing kernel
• Profit at risk
• Put–call parity

Q

• Quantitative analysis (finance)
• Quantitative behavioral finance
• QuantLib
• Quantum finance

R

• Range accrual
• Rate of return
• Rate of return on a portfolio
• Rational pricing
• Realized kernel
• Realized variance
• Regular distribution (economics)
• Returns-based style analysis
• Rising moving average
• Rocket science (finance)
• Roll-Geske-Whaley
• Roll's critique
• Ruin theory
• Rule of 72

S

• Scenario optimization
• Separation property (finance)
• Shadow rate
• David E. Shaw
• William Shaw (mathematician)
• Short-rate model
• Simple Dietz method
• SKEW
• Skewness risk
• Smith–Wilson method
• Snell envelope
• Spoofing (finance)
• State price density
• Statistical arbitrage
• Statistical finance
• Stochastic calculus
• Stochastic discount factor
• Stochastic drift
• Stochastic volatility
• Stochastic volatility jump

T

• Taleb distribution
• Theoretical Finance
• Theory of fructification
• Time consistency (finance)
• Trinomial tree
• Time-weighted return

U

• Undervalued stock

V

• Valuation of options
• Value investing
• Vanna–Volga pricing
• Variance risk premium
• Variance swap
• Viscosity solution
• VIX
• Volatility (finance)
• Volatility beta
• Volatility risk premium
• Volatility smile
• Volatility tax
• Volfefe index
• Volume-weighted average price

W

• Walk forward optimization
• Weighted average cost of capital
• Weighted average return on assets

X

• XVA