User:Peterpalace/Books/Mathematical Finance (Category)


 * Mathematical finance
 * Acceptance set
 * Accumulation function
 * Adjusted current yield
 * Adjusted present value
 * Admissible trading strategy
 * Affine term structure model
 * Agent-based computational finance
 * Algorithmic trading
 * Alpha (investment)
 * Alternative beta
 * Analytics
 * Annual percentage rate
 * Annuity
 * Arbitrage pricing theory
 * Arrow–Debreu model
 * AZFinText
 * Bank condition
 * Barone-Adesi and Whaley
 * Beta (finance)
 * Beta decay (finance)
 * Bid–ask matrix
 * Binomial options pricing model
 * Bjerksund and Stensland
 * Black model
 * Black swan theory
 * Black–Derman–Toy model
 * Black–Litterman model
 * Black–Scholes equation
 * Black–Scholes model
 * Bond equivalent yield
 * Bootstrapping (finance)
 * Boyd model
 * Business mathematics
 * Capital asset pricing model
 * Carr–Madan formula
 * Cash accumulation equation
 * Cash on cash return
 * Chen model
 * Chepakovich valuation model
 * Coherent risk measure
 * Cointegration
 * Compound interest
 * Computational finance
 * Consistent pricing process
 * Constant elasticity of variance model
 * Consumer math
 * Consumption-based capital asset pricing model
 * Continuous-repayment mortgage
 * Convexity (finance)
 * Correlation swap
 * Cox–Ingersoll–Ross model
 * Crank–Nicolson method
 * Credit card interest
 * Credit valuation adjustment
 * Current yield
 * Delta neutral
 * Deviation risk measure
 * Discounted maximum loss
 * Distortion risk measure
 * Dynamic risk measure
 * Early repayment charge
 * Earnings response coefficient
 * Econophysics
 * Efficient frontier
 * Enterprise value
 * Entropic risk measure
 * Entropic value at risk
 * Equity value
 * Exotic option
 * Expected shortfall
 * Financial correlation
 * Financial engineering
 * Financial modeling
 * Financial models with long-tailed distributions and volatility clustering
 * Finite difference methods for option pricing
 * Fisher equation
 * Flows to equity
 * Forward measure
 * Forward volatility
 * Frictionless market
 * Fugit
 * Fundamental theorem of asset pricing
 * Future value
 * Good–deal bounds
 * Graham number
 * Heath–Jarrow–Morton framework
 * Heston model
 * High-frequency trading
 * Ho–Lee model
 * Holding period return
 * Hull–White model
 * Implied repo rate
 * Implied volatility
 * Incomplete markets
 * Index arbitrage
 * Indifference price
 * Interest rate
 * Intertemporal CAPM
 * Intertemporal portfolio choice
 * Inverse demand function
 * Jamshidian's trick
 * Robert A. Jarrow
 * Jensen's alpha
 * Johansen test
 * Korn–Kreer–Lenssen model
 * Kurtosis risk
 * Late fee
 * Lattice model (finance)
 * LIBOR market model
 * Low-volatility anomaly
 * Magic formula investing
 * Malliavin calculus
 * Margrabe's formula
 * Markov switching multifractal
 * Martingale pricing
 * Master of Quantitative Finance
 * Merton's portfolio problem
 * Modern portfolio theory
 * Modified Dietz method
 * Modified internal rate of return
 * Modigliani risk-adjusted performance
 * Monte Carlo methods for option pricing
 * Monte Carlo methods in finance
 * Moving average
 * Moving average crossover
 * ExMark
 * Negative probability
 * Nelson-Siegel
 * Net present value
 * No free lunch with vanishing risk
 * No-arbitrage bounds
 * Numéraire
 * George S. Oldfield
 * Optimal stopping
 * Perpetuity
 * Point (mortgage)
 * Post-modern portfolio theory
 * Present value
 * Project finance model
 * Put–call parity
 * Quantitative behavioral finance
 * Quantitative investing
 * QuantLib
 * Quantum finance
 * Range accrual
 * Rate of return
 * Rate of return on a portfolio
 * Rational pricing
 * Realized kernel
 * Realized variance
 * Replicating portfolio
 * Returns-based style analysis
 * Rising moving average
 * Risk measure
 * Risk-neutral measure
 * Rocket science in finance
 * Roll's critique
 * Roll-Geske-Whaley
 * Ruin theory
 * Rule of 72
 * SABR volatility model
 * Self-financing portfolio
 * Separation property (finance)
 * William Shaw (mathematician)
 * Short rate
 * Short-rate model
 * Simple Dietz method
 * Skewness risk
 * Snell envelope
 * Solvency cone
 * Sonkin enterprise multiple
 * Spectral risk measure
 * Statistical arbitrage
 * Statistical finance
 * Stochastic calculus
 * Stochastic discount factor
 * Stochastic investment model
 * Stochastic volatility
 * Superhedging price
 * SVJ
 * T-model
 * Tail value at risk
 * Time consistency
 * Treynor–Black model
 * Trinomial tree
 * True time-weighted rate of return
 * Two-moment decision model
 * Undervalued stock
 * Valuation of options
 * Value at risk
 * Value investing
 * Vanna–Volga pricing
 * Variance risk premium
 * Variance swap
 * Vasicek model
 * Viscosity solution
 * Volatility (finance)
 * Volatility risk premium
 * Volatility smile
 * Volume-weighted average price
 * Walk forward optimization
 * Weighted average cost of capital
 * Weighted average return on assets
 * Wilkie investment model