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Category:Financial mathematics
Articles in category "Financial mathematics"
There are 54 articles in this category.
Financial mathematics
A
Accrued interest
Accumulation function
Adjusted present value
Arbitrage pricing theory
Arrow-Debreu model
B
Beta coefficient
Binomial options model
Black model
Black-Scholes
Bond convexity
Bond duration
Bond valuation
C
Capital asset pricing model
Current yield
D
Delta hedging
Du Pont Identity
E
Enterprise value
F
Fisher equation
Future value
H
Hull-White model
I
Implied volatility
Interest
Interest rate
Interest rate cap and floor
Internal rate of return
J
Jensens alpha
M
Malliavin calculus
Modern portfolio theory
Monte Carlo methods in finance
Monte Carlo option model
Moving average (finance)
N
Net present value
No-arbitrage bounds
Nominal yield
P
Present value
Put-call parity
R
Rational pricing
Return on assets
Return on capital
Return on investment
Risk-neutral measure
Rule of 70
Rule of 72
S
Sharpe ratio
Short rate model
Sortino ratio
Stochastic calculus
T
The Greeks
Tobin's-q
U
Upside potential ratio
V
Value at risk
Volatility
Volatility Smile
Categories
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Mathematics
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Finance
Last updated: 05-10-2005 21:17:15
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