User:Spacespace3344/Books/finance
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Quantitative Finance
[edit]- Mathematical finance
- Financial market
- Share price
- Derivative (finance)
- Valuation of options
- Financial modeling
- Fundamental theorem of asset pricing
- Black–Scholes model
- Computational finance
- Financial engineering
- Stochastic investment model
- Quantitative analyst
- Risk management
- Investment management
- Brownian model of financial markets
- Martingale pricing
- Supply and demand
- Option (finance)
- Exotic option
- Convertible bond
- Brownian motion
- Normal distribution
- Logarithm
- Geometric Brownian motion
- Stochastic process
- Itô calculus
- Partial differential equation
- Dow theory
- Market trend
- Financial models with long-tailed distributions and volatility clustering
- Financial crisis of 2007–2008
- Asymptotic analysis
- Calculus
- Copula (probability theory)
- Differential equation
- Expected value
- Ergodic theory
- Feynman–Kac formula
- Fourier transform
- Girsanov theorem
- Itô's lemma
- Martingale representation theorem
- Mathematical model
- Monte Carlo method
- Numerical analysis
- Real analysis
- Heat equation
- Numerical partial differential equations
- Crank–Nicolson method
- Finite difference
- Probability
- Probability distribution
- Binomial distribution
- Log-normal distribution
- Quantile function
- Radon–Nikodym theorem
- Risk-neutral measure
- Stochastic calculus
- Wiener process
- Lévy process
- Stochastic differential equation
- Stochastic volatility
- Value at risk
- Volatility (finance)
- Autoregressive conditional heteroskedasticity
- Rational pricing
- Forward price
- Futures contract
- Swap (finance)
- Put–call parity
- Intrinsic value (finance)
- Option time value
- Moneyness
- Black model
- Monte Carlo methods for option pricing
- Implied volatility
- Volatility smile
- SABR volatility model
- Markov switching multifractal
- Greeks (finance)
- Finite difference methods for option pricing
- Vanna–Volga pricing
- Trinomial tree
- Lattice model (finance)
- Foreign exchange option
- Black's approximation
- Optimal stopping
- Interest rate derivative
- Interest rate cap and floor
- Swaption
- Bond option
- Short-rate model
- Rendleman–Bartter model
- Vasicek model
- Ho–Lee model
- Hull–White model
- Cox–Ingersoll–Ross model
- Black–Karasinski model
- Black–Derman–Toy model
- Chen model
- Forward rate
- LIBOR market model
- Heath–Jarrow–Morton framework
- Portfolio (finance)
- Jump diffusion
- Frictionless market
- Probability space
- Filtration (mathematics)
- Probability measure
- Continuous function
- Bounded variation
- Lebesgue's decomposition theorem
- Dividend
- Almost surely
- Short (finance)
- Risk premium
- Insider trading
- Semimartingale
- Martingale (probability theory)
- Absolute continuity
- Hedge (finance)
- Lebesgue measure
- Monte Carlo methods in finance
- Agent-based computational economics
- Liquidity at risk
- Margin at risk
- Profit at risk
- Quasi-Monte Carlo methods in finance
- Statistical finance
- Wilkie investment model
- XVA
- Asset
- Index fund
- Interest rate
- Underlying
- Forward contract
- Collateralized debt obligation
- Credit default swap
- Over-the-counter (finance)
- Exchange-traded derivative contract
- Futures exchange
- Foreign exchange derivative
- Equity derivative
- Interest rate swap
- Leverage (finance)
- Equity swap
- Libor
- Capital gains tax
- Forward rate agreement
- Exotic derivative
- Hedge fund
- Bank for International Settlements
- Credit risk
- Contract
- Margin (finance)
- Clearing house (finance)
- Call option
- Put option
- Strike price
- Binary option
- Warrant (finance)
- Currency swap
- Total return swap
- Commodity swap
- Repurchase agreement
- Turbo warrant
- Basis swap
- Credit default option
- Gold as an investment
- Currency future
- Single-stock futures
- Dow Jones Industrial Average
- Asset-backed security
- Credit event
- Financial risk management
- Special-purpose entity
- Spot contract
- Long (finance)
- Forward exchange rate
- Profit (accounting)
- Speculation
- Position (finance)
- Mortgage loan
- Securitization
- Government-sponsored enterprise
- Collateralized mortgage obligation
- Finance
- Financial instrument
- Counterparty
- Trade
- Cash flow
- Derivatives market
- Risk aversion
- Spot market
- Market participant
- Market price
- Arbitrage
- Credit derivative
- Shipping markets
- Inflation derivative
- Property derivative
- Weather derivative
- Credit spread (options)
- Debit spread
- Exercise (options)
- Expiration (options)
- Open interest
- Pin risk (options)
- Risk-free interest rate
- Employee stock option
- Fixed income
- Option style
- Options strategies
- Options spread
- Asian option
- Barrier option
- Basket option
- Chooser option
- Cliquet option
- Commodore option
- Compound option
- Forward start option
- Interest rate option
- Lookback option
- Mountain range (options)
- Rainbow option
- Collar (finance)
- Covered call
- Fence (finance)
- Iron butterfly (options strategy)
- Iron condor
- Straddle
- Strangle (options)
- Protective put
- Risk reversal
- Backspread
- Bear spread
- Box spread (options)
- Bull spread
- Butterfly (options)
- Calendar spread
- Diagonal spread
- Intermarket Spread
- Ratio spread
- Vertical spread
- Binomial options pricing model
- Margrabe's formula
- Real options valuation
- Amortising swap
- Asset swap
- Conditional variance swap
- Constant maturity swap
- Correlation swap
- Dividend swap
- Foreign exchange swap
- Inflation swap
- Overnight indexed swap
- Variance swap
- Volatility swap
- Year-on-Year Inflation-Indexed Swap
- Zero-Coupon Inflation-Indexed Swap
- Zero coupon swap
- Contango
- Dividend future
- Forward market
- Interest rate future
- Normal backwardation
- Slippage (finance)
- Stock market index future
- Energy derivative
- Constant proportion portfolio insurance
- Contract for difference
- Credit-linked note
- Equity-linked note
- Fund derivative
- Mortgage-backed security
- Power reverse dual-currency note
- Consumer debt
- Corporate bond
- Government debt
- Great Recession
- Municipal bond
- Tax policy
- Financial economics
- Economic model
- Yield spread
- Bootstrapping (finance)
- Credit score
- Bad debt
- Corporate finance
- Portfolio optimization
- Financial risk modeling
- Dynamic financial analysis
- Pairs trade
- Credit valuation adjustment
- Stochastic
- Algorithm
- Numerical linear algebra
- Dynamic programming
- Mathematical optimization
- Outline of finance
- Historical simulation (finance)
- C++
- Python (programming language)
- List of numerical analysis software
- Quantitative behavioral finance
- Technical analysis
- Common stock
- Share capital
- Capital surplus
- Authorised capital
- Issued shares
- Shares outstanding
- Treasury stock
- Heston model
- Variance gamma process
- Abstraction
- Arbitrage pricing theory
- Partial derivative
- Algorithmic trading
- MetaTrader 4
- Trend following
- Commodity Futures Trading Commission
- Market microstructure
- Market liquidity
- London Stock Exchange
- Market clearing
- Program trading
- Index arbitrage
- S&P 500 Index
- Black Monday (1987)
- Market neutral
- Statistical arbitrage
- Convergence trade
- Relative value (economics)
- Delta neutral
- Law of one price
- Security (finance)
- Merchant
- Mean reversion (finance)
- Ornstein–Uhlenbeck process
- Standard deviation
- Scalping (trading)
- Market maker
- Two-sided market
- Quod Financial
- Dark pool
- Interest rate parity
- Foreign exchange market
- Transaction cost
- Risk arbitrage
- Takeover
- Quote stuffing
- Ultra-low latency direct market access
- Colocation centre
- Reverse engineering
- Markov chain Monte Carlo
- Black box
- Order management system
- Low latency (capital markets)
- Complex event processing
- Financial Information eXchange
- 2010 Flash Crash
- Alternative trading system
- Artificial intelligence
- Best execution
- Electronic trading platform
- FIXatdl
- High-frequency trading
- Mirror trading
- Capital structure
- Convertible arbitrage
- Fixed income arbitrage
- Fixed-income relative-value investing
- Volatility arbitrage
- Activist shareholder
- Distressed securities
- Special situation
- Commodity trading advisor
- Managed futures account
- Global macro
- Long/short equity
- Multi-manager investment
- Day trading
- Prime brokerage
- Proprietary trading
- Commodity market
- Stock market
- Bond market
- Money market
- Structured finance
- Assets under management
- Capital asset pricing model
- Alpha (finance)
- Beta (finance)
- Security characteristic line
- Fundamental analysis
- Taxation of private equity and hedge funds
- Vulture fund
- Family office
- Financial endowment
- High-net-worth individual
- Institutional investor
- Insurance
- Investment banking
- Merchant bank
- Pension fund
- Sovereign wealth fund
- Fund governance
- Hedge Fund Standards Board
- Primary market
- Secondary market
- Third market
- Fourth market
- Golden share
- Preferred stock
- Restricted stock
- Tracking stock
- Broker-dealer
- Day trader
- Floor broker
- Floor trader
- Investor
- Financial regulation
- Stock trader
- Electronic communication network
- List of stock exchanges
- List of stock exchange opening times
- Multilateral trading facility
- Bid–ask spread
- Book value
- Capital market line
- Dividend discount model
- Dividend yield
- Earnings per share
- Earnings yield
- Net asset value
- Security market line
- T-model
- Buy and hold
- Contrarian investing
- Dollar cost averaging
- Efficient-market hypothesis
- Growth stock
- Market timing
- Modern portfolio theory
- Momentum investing
- Mosaic theory (investments)
- Post-modern portfolio theory
- Random walk hypothesis
- Sector rotation
- Style investing
- Swing trading
- Value investing
- Block trade
- Cross listing
- Dual-listed company
- DuPont analysis
- Efficient frontier
- Flight-to-quality
- Haircut (finance)
- Initial public offering
- Market anomaly
- Market capitalization
- Market depth
- Market manipulation
- Momentum (finance)
- Open outcry
- Public float
- Public offering
- Rally (stock market)
- Returns-based style analysis
- Reverse stock split
- Share repurchase
- Stock dilution
- Stock market index
- Stock split
- Trade (financial instrument)
- Uptick rule
- Voting interest
- Yield (finance)