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MoneyScience Financial Glossary
Mathemtical Methods
- Asymptotic analysis
- Copulas
- Differential equations
- Expected value
- Ergodic theory
- Feynman–Kac formula
- Fourier transform
- Gaussian copulas
- Girsanov's theorem
- Itô's lemma
- Martingale representation theorem
- Mathematical models
- Monte Carlo method
- Numerical analysis
- Real analysis
- Partial differential equations
- Probability
- Probability distributions
- Binomial distribution
- Log-normal distribution
- Quantile functions
- Radon–Nikodym derivative
- Risk-neutral measure
- Stochastic calculus
- Brownian motion
- Lévy process
- Stochastic differential equations
- Stochastic volatility
- Numerical partial differential equations
- Crank–Nicolson method
- Finite difference method
- Value at risk
- Volatility
- The Brownian Motion Model of Financial Markets
- Rational pricing assumptions
- Risk neutral valuation
- Arbitrage-free pricing
- Futures contract pricing
- Options
- Put–call parity (Arbitrage relationships for options)
- Intrinsic value, Time value
- Moneyness
- Pricing models
- Black–Scholes model
- Black model
- Binomial options model
- Monte Carlo option model
- Implied volatility, Volatility smile
- SABR Volatility Model
- Markov Switching Multifractal
- The Greeks
- Finite difference methods for option pricing
- Vanna Volga method
- Trinomial tree
- Optimal stopping (Pricing of American options)
- Interest rate derivatives
- Short rate model
- Hull–White model
- Cox–Ingersoll–Ross model
- Chen model
- LIBOR Market Model
- Heath–Jarrow–Morton framework
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Last updated 2600 days ago by MoneyScience
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