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Mathematical finance
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Mathematics
Fields of mathematics
Applied mathematics
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190
Table of contents
190
1. Investment indicators
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Mathematical finance
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1.1. Cash-flow return on investment
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Investment indicators
1.2. Economic value added
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Investment indicators
1.3. Incremental capital-output ratio
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Investment indicators
1.4. Information ratio
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Investment indicators
1.5. Legal Alpha
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Investment indicators
1.6. Malinvestment
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Investment indicators
1.7. PEG ratio
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Investment indicators
1.8. Return on assets
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Investment indicators
1.9. Return on capital
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Investment indicators
1.10. Return on equity
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Investment indicators
1.11. Return on net assets
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Investment indicators
1.12. Risk return ratio
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Investment indicators
1.13. Sterling ratio
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Investment indicators
1.14. Time to value
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Investment indicators
1.15. Treynor ratio
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Investment indicators
1.16. Upside potential ratio
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Investment indicators
1.17. V2 ratio
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Investment indicators
2. Monte Carlo methods in finance
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2.1. Brownian model of financial markets
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Monte Carlo methods in finance
2.2. Datar–Mathews method for real option valuation
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Monte Carlo methods in finance
2.3. Monte Carlo methods for option pricing
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Monte Carlo methods in finance
2.4. Quasi-Monte Carlo methods in finance
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Monte Carlo methods in finance
2.5. Stochastic investment model
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Monte Carlo methods in finance
3. Short-rate models
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3.1. Black–Derman–Toy model
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Short-rate models
3.2. Black–Karasinski model
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Short-rate models
3.3. Chen model
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Short-rate models
3.4. Cox–Ingersoll–Ross model
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Short-rate models
3.5. Ho–Lee model
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Short-rate models
3.6. Hull–White model
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Short-rate models
3.7. Rendleman–Bartter model
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Short-rate models
3.8. Vasicek model
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Short-rate models
4. AZFinText
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Mathematical finance
5. Accumulation function
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Mathematical finance
6. Adjusted current yield
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Mathematical finance
7. Admissible trading strategy
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Mathematical finance
8. Affine term structure model
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9. Alpha (finance)
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10. Alpha Profiling
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11. Alternative beta
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Mathematical finance
12. Annual percentage rate
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Mathematical finance
13. Autoregressive conditional duration
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Mathematical finance
14. Beta (finance)
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Mathematical finance
15. Bid–ask matrix
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Mathematical finance
16. Binomial options pricing model
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Mathematical finance
17. Black–Scholes equation
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18. Carr–Madan formula
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19. Cheyette model
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Mathematical finance
20. Cointegration
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Mathematical finance
21. Complete market
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Mathematical finance
22. Consumer math
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Mathematical finance
23. Continuous-repayment mortgage
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Mathematical finance
24. Correlation swap
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Mathematical finance
25. Crank–Nicolson method
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Mathematical finance
26. Credit card interest
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Mathematical finance
27. Current yield
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Mathematical finance
28. David E. Shaw
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Mathematical finance
29. Delta neutral
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Mathematical finance
30. Discount points
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Mathematical finance
31. Earnings response coefficient
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Mathematical finance
32. Enterprise value
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Mathematical finance
33. Equity value
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34. ExMark
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Mathematical finance
35. Exotic option
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Mathematical finance
36. Factor theory
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Mathematical finance
37. Feynman–Kac formula
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Mathematical finance
38. Financial Modelers' Manifesto
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Mathematical finance
39. Financial correlation
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Mathematical finance
40. Financial engineering
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Mathematical finance
41. Finite difference methods for option pricing
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42. Fisher equation
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Mathematical finance
43. Fokker–Planck equation
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44. Forward measure
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Mathematical finance
45. Forward volatility
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46. Frictionless market
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Mathematical finance
47. Fugit
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Mathematical finance
48. Future value
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Mathematical finance
49. Girsanov theorem
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50. Good–deal bounds
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51. Graham number
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52. Greeks (finance)
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53. Hawkes process
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Mathematical finance
54. Heath–Jarrow–Morton framework
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54.1. Forward curve
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Heath–Jarrow–Morton framework
54.2. LIBOR market model
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Heath–Jarrow–Morton framework
55. Heston model
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56. High frequency data
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57. Holding period return
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58. Implied repo rate
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59. Implied volatility
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60. Incomplete markets
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61. Index arbitrage
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Mathematical finance
62. Indifference price
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63. Interest rate
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Mathematical finance
64. International Association for Quantitative Finance
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Mathematical finance
65. Intertemporal budget constraint
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Mathematical finance
66. Inverse demand function
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67. Itô calculus
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68. Jamshidian's trick
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69. Jensen's alpha
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70. Johansen test
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71. Korn–Kreer–Lenssen model
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72. Kurtosis risk
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73. Late fee
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Mathematical finance
74. Lattice model (finance)
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75. Malliavin calculus
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76. Marginal conditional stochastic dominance
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77. Margrabe's formula
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78. Markov switching multifractal
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79. Martingale pricing
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80. Master of Quantitative Finance
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Mathematical finance
81. Modified Dietz method
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Mathematical finance
82. Modified internal rate of return
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83. Modigliani risk-adjusted performance
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84. Mortgage constant
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85. Negative probability
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86. Net present value
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87. No-arbitrage bounds
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Mathematical finance
88. Optimal stopping
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Mathematical finance
89. Over-the-counter (finance)
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Mathematical finance
90. Present value
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Mathematical finance
91. Profit at risk
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Mathematical finance
92. Put–call parity
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Mathematical finance
93. QuantLib
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Mathematical finance
94. Quantitative analysis (finance)
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Mathematical finance
95. Range accrual
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Mathematical finance
96. Rate of return
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Mathematical finance
97. Rate of return on a portfolio
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Mathematical finance
98. Realized kernel
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Mathematical finance
99. Realized variance
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Mathematical finance
100. Regular distribution (economics)
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Mathematical finance
101. Returns-based style analysis
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Mathematical finance
102. Rising moving average
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Mathematical finance
103. Robert A. Jarrow
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Mathematical finance
104. Rocket science (finance)
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Mathematical finance
105. Rule of 72
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Mathematical finance
106. SKEW
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Mathematical finance
107. Self-financing portfolio
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Mathematical finance
108. Shadow rate
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109. Short-rate model
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110. Simple Dietz method
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111. Smith–Wilson method
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112. Snell envelope
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Mathematical finance
113. Spoofing (finance)
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114. Statistical arbitrage
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115. Statistical finance
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116. Stochastic calculus
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116.1. Stochastic differential equations
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Stochastic calculus
116.2. Boué–Dupuis formula
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Stochastic calculus
116.3. Chapman–Kolmogorov equation
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Stochastic calculus
116.4. H-derivative
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Stochastic calculus
116.5. Integration by parts operator
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Stochastic calculus
116.6. Itô's lemma
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Stochastic calculus
116.7. Itô isometry
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Stochastic calculus
116.8. Malliavin derivative
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Stochastic calculus
116.9. Ogawa integral
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Stochastic calculus
116.10. Ornstein–Uhlenbeck operator
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Stochastic calculus
116.11. Paley–Wiener integral
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Stochastic calculus
116.12. Palm calculus
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Stochastic calculus
116.13. Quantum stochastic calculus
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Stochastic calculus
116.14. Reflection principle (Wiener process)
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Stochastic calculus
116.15. Skorokhod integral
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Stochastic calculus
116.16. Skorokhod problem
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Stochastic calculus
116.17. Stochastic logarithm
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Stochastic calculus
116.18. Stratonovich integral
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Stochastic calculus
116.19. Tanaka's formula
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Stochastic calculus
116.20. White noise analysis
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Stochastic calculus
117. Stochastic differential equation
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118. Stochastic drift
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119. Stochastic partial differential equation
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120. Stochastic volatility
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121. Stochastic volatility jump
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Mathematical finance
122. Taleb distribution
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Mathematical finance
123. Time-weighted return
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Mathematical finance
124. Trinomial tree
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Mathematical finance
125. Undervalued stock
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Mathematical finance
126. VIX
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Mathematical finance
127. Valuation of options
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128. Value investing
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Mathematical finance
129. Vanna–Volga pricing
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Mathematical finance
130. Viscosity solution
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131. Volatility (finance)
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132. Volatility risk premium
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133. Volatility smile
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Mathematical finance
134. Volfefe index
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Mathematical finance
135. Walk forward optimization
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Mathematical finance
136. Weighted average cost of capital
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Mathematical finance
137. Weighted average return on assets
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Mathematical finance
138. William Shaw (mathematician)
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Mathematical finance
Ancestors
Applied mathematics
Fields of mathematics
Mathematics
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