User:Go4vic/Books/Quant
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Quantitative Finance[edit]
- Stochastic calculus
- Mathematical finance
- Stochastic differential equation
- Stochastic partial differential equation
- Diffusion process
- Brownian motion
- Ornstein–Uhlenbeck process
- Geometric Brownian motion
- Copula (probability theory)
- Expected value
- Fourier transform
- Fast Fourier transform
- Laplace transform
- Itô's lemma
- Wiener process
- Martingale representation theorem
- Black–Scholes model
- Ergodic theory
- Girsanov theorem
- Mathematical model
- Monte Carlo method
- Numerical analysis
- Real analysis
- Partial differential equation
- Crank–Nicolson method
- Finite difference
- Numerical partial differential equations
- Probability
- Probability distribution
- Binomial distribution
- Log-normal distribution
- Quantile function
- Risk-neutral measure
- Scenario optimization
- Lévy process
- Stochastic optimization
- Stochastic volatility
- Heston model
- Local volatility
- SABR volatility model
- Value at risk
- Volatility (finance)
- Autoregressive conditional heteroskedasticity
- Brownian model of financial markets
- Martingale pricing
- Rational pricing
- Forward price
- Futures contract
- Swap (finance)
- Currency swap
- Interest rate swap
- Variance swap
- Put–call parity
- Intrinsic value (finance)
- Option time value
- Moneyness
- Black model
- Binomial options pricing model
- Lattice model (finance)
- Monte Carlo methods for option pricing
- Implied volatility
- Volatility smile
- Constant elasticity of variance model
- Greeks (finance)
- Finite difference methods for option pricing
- Vanna–Volga pricing
- Trinomial tree
- Foreign exchange option
- Margrabe's formula
- Black's approximation
- Optimal stopping
- Extreme value theory
- Actuarial science
- Classical Wiener space
- Itô calculus
- Infinitesimal generator (stochastic processes)
- Convergence of random variables
- Heath–Jarrow–Morton framework
- Probability theory
- Central limit theorem
- Rate function
- Law of large numbers
- Infinite monkey theorem
- Law of averages
- Ho–Lee model
- Hull–White model
- Autoregressive–moving-average model
- Exponential smoothing
- Cox process
- Continuous-time random walk
- Cauchy process
- Random walk
- Markov chain
- Independent and identically distributed random variables
- Chinese restaurant process
- Risk-free interest rate
- Short-rate model
- Energy derivative
- Weather derivative
- Credit spread (options)
- Debit spread
- Bond option
- Naked call
- Fixed income
- Asian option
- Barrier option
- Basket option
- Binary option
- Chooser option
- Cliquet option
- Forward start option
- Interest rate option
- Lookback option
- Rainbow option
- Swaption
- Collar (finance)
- Covered call
- Straddle
- Strangle (options)
- Protective put
- Backspread
- Bear spread
- Bull spread
- Box spread (options)
- Butterfly (options)
- Calendar spread
- Diagonal spread
- Intermarket Spread
- Zero coupon swap
- Zero-Coupon Inflation-Indexed Swap
- Volatility swap
- Overnight indexed swap
- Inflation swap
- Forward rate agreement
- Correlation swap
- Credit default swap
- Forward rate
- Forward contract
- Interest rate future
- Forward market
- Dividend future
- Credit-linked note
- Libor
- Statistics
- Bayes' theorem
- Bayes estimator
- Bias (statistics)
- Box–Jenkins method
- Box plot
- Cluster analysis
- Cluster sampling
- Conditional probability distribution
- Conditional probability
- Marginal distribution
- Boole's inequality
- Confidence interval
- Continuous or discrete variable
- Correlation and dependence
- Covariance
- Degrees of freedom (statistics)
- Decision theory
- Estimation theory
- Factor analysis
- Joint probability distribution
- Kalman filter
- Kurtosis
- Median
- Mode (statistics)
- Null hypothesis
- P-value
- Percentile
- Probability density function
- List of probability distributions
- Likelihood function
- Probability mass function
- Probability measure
- Quartile
- Random variable
- Sampling error
- Sampling distribution
- Skewness
- Simpson's paradox
- Standard deviation
- Standard error
- Type I and type II errors
- Variance
- Weighted arithmetic mean
- Weighted median
- Integral
- Cavalieri's principle
- Chain rule
- Concave function
- Convex function
- Cramer's rule
- Dirichlet's test
- Derivative test
- Differentiable function
- Euler method
- L'Hôpital's rule
- Interest rate cap and floor
- Rendleman–Bartter model