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