Category:Mathematical finance
Subcategories
This category has the following 8 subcategories, out of 8 total.
Pages in category "Mathematical finance"
The following 198 pages are in this category, out of 198 total. This list may not reflect recent changes.
A
B
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
E
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
H
I
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
R
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