3832:
48:
3844:
920:
908:
3868:
3856:
1672:, and the quadratic utility function implicit in mean–variance optimization was replaced by more general increasing, concave utility functions. Furthermore, in recent years the focus shifted toward estimation risk, i.e., the dangers of incorrectly assuming that advanced time series analysis alone can provide completely accurate estimates of the market parameters. See
1727:
The aftermath of the financial crisis of 2009 as well as the multiple Flash
Crashes of the early 2010s resulted in social uproars in the general population and ethical malaises in the scientific community which triggered noticeable changes in Quantitative Finance (QF). More specifically, mathematical
1247:
Once a fair price has been determined, the sell-side trader can make a market on the security. Therefore, derivatives pricing is a complex "extrapolation" exercise to define the current market value of a security, which is then used by the sell-side community. Quantitative derivatives pricing was
1105:
There are two separate branches of finance that require advanced quantitative techniques: derivatives pricing, and risk and portfolio management. One of the main differences is that they use different probabilities such as the risk-neutral probability (or arbitrage-pricing probability), denoted by
1638:" used in derivatives pricing. Based on the P distribution, the buy-side community takes decisions on which securities to purchase in order to improve the prospective profit-and-loss profile of their positions considered as a portfolio. Increasingly, elements of this process are automated; see
1593:
Risk and portfolio management aims to model the statistically derived probability distribution of the market prices of all the securities at a given future investment horizon. This "real" probability distribution of the market prices is typically denoted by the blackboard font letter
1477:
Securities are priced individually, and thus the problems in the Q world are low-dimensional in nature. Calibration is one of the main challenges of the Q world: once a continuous-time parametric process has been calibrated to a set of traded securities through a relationship such as
1761:. Taleb claims that the prices of financial assets cannot be characterized by the simple models currently in use, rendering much of current practice at best irrelevant, and, at worst, dangerously misleading. Wilmott and
1722:
1801:
Perhaps more fundamental: though mathematical finance models may generate a profit in the short-run, this type of modeling is often in conflict with a central tenet of modern macroeconomics, the
1809:- which states that observed relationships may not be structural in nature and thus may not be possible to exploit for public policy or for profit unless we have identified relationships using
1404:
1027:'s doctoral thesis, defended in 1900, is considered the first scholarly work on mathematical finance. But mathematical finance emerged as a discipline in the 1970s, following the work of
1817:. Mathematical finance models do not, therefore, incorporate complex elements of human psychology that are critical to modeling modern macroeconomic movements such as the
1636:
1614:
1546:
1456:
1153:
3101:
1743:
Over the years, increasingly sophisticated mathematical models and derivative pricing strategies have been developed, but their credibility was damaged by the
1432:". A martingale does not reward risk. Thus the probability of the normalized security price process is called "risk-neutral" and is typically denoted by the
1668:. With time, the mathematics has become more sophisticated. Thanks to Robert Merton and Paul Samuelson, one-period models were replaced by continuous time,
3184:
2425:
2899:
2617:
3232:
1778:
In general, modeling the changes by distributions with finite variance is, increasingly, said to be inappropriate. In the 1960s it was discovered by
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2884:
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838:
2622:
984:
In general, there exist two separate branches of finance that require advanced quantitative techniques: derivatives pricing on the one hand, and
3292:
2106:
2101:
1232:. The meaning of "fair" depends, of course, on whether one considers buying or selling the security. Examples of securities being priced are
1087:
867:
1794:
a bit more than 1/2. Large changes up or down are more likely than what one would calculate using a
Gaussian distribution with an estimated
2363:
1736:
contributed to facilitating these changes. More specifically, in terms of defining new models, we saw a significant increase in the use of
989:
6161:
6117:
828:
793:
1062:, which is concerned with much of the underlying theory that is involved in financial mathematics. While trained economists use complex
1863:
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1312:
950:
4413:
1983:
1703:
give an indication of the future, at least in the short term. The claims of the technical analysts are disputed by many academics.
606:
2193:
1798:. But the problem is that it does not solve the problem as it makes parametrization much harder and risk control less reliable.
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4860:
4375:
4042:
3085:
2540:
2329:
2721:
2183:
3655:
3154:
Fat-Tailed and Skewed Asset Return
Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing
1673:
1474:
who operate in the Q world of derivatives pricing are specialists with deep knowledge of the specific products they model.
1319:
17:
1256:("Théorie de la spéculation", published 1900), with the introduction of the most basic and most influential of processes,
1066:
that are built on observed empirical relationships, in contrast, mathematical finance analysis will derive and extend the
1004:, while the former focuses, in addition to analysis, on building tools of implementation for the models. Also related is
5165:
5088:
2123:
1772:
1747:. Contemporary practice of mathematical finance has been subjected to criticism from figures within the field notably by
1669:
1219:
1211:
619:
1467:) must hold for all times t: therefore the processes used for derivatives pricing are naturally set in continuous time.
3800:
3285:
3165:
2981:
2921:
778:
3267:
Pierre Henry
Labordere (2017). “Model-Free Hedging A Martingale Optimal Transport Viewpoint”. Chapman & Hall/ CRC.
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finance was instructed to change and become more realistic as opposed to more convenient. The concurrent rise of
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models without necessarily establishing a link to financial theory, taking observed market prices as input. See:
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1973:
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1496:
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912:
156:
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3047:
Mahdavi-Damghani, Babak (2019). "Data-Driven Models & Mathematical
Finance: Apposition or Opposition?".
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2017:
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1988:
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The goal of derivatives pricing is to determine the fair price of a given security in terms of more
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method of attempting to predict future changes. One of the tenets of "technical analysis" is that
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Much effort has gone into the study of financial markets and how prices vary with time.
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by
Harrison and Pliska (1981), according to which the suitably normalized current price
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1956:
1951:
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1260:, and its applications to the pricing of options. Brownian motion is derived using the
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882:
732:
687:
636:
477:
366:
100:
2922:"The Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel 1969-2007"
1899:
1790:. The scale of change, or volatility, depends on the length of the time interval to a
1771:
in
January 2009 which addresses some of the most serious concerns. Bodies such as the
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1097:
Today many universities offer degree and research programs in mathematical finance.
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The main quantitative tools necessary to handle continuous-time Q-processes are
47:
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3019:
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1802:
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The portfolio-selection work of
Markowitz and Sharpe introduced mathematics to
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132:
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1968:
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1032:
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90:
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5195:
5123:
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4605:
4566:
4255:
4180:
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3513:
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3412:
2597:
2528:
2334:
1814:
1748:
1733:
1700:
924:
742:
712:
572:
270:
147:
120:
3270:
1484:), a similar relationship is used to define the price of new derivatives.
1329:
of security is arbitrage-free, and thus truly fair only if there exists a
1000:. The latter focuses on applications and modeling, often with the help of
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6040:
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5709:
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5128:
5032:
4992:
4738:
4723:
4636:
4523:
4501:
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4370:
4310:
4295:
4245:
4235:
3937:
3715:
3379:
3302:
2449:
2283:
2162:
2002:
1723:
Financial models with long-tailed distributions and volatility clustering
1680:
1277:
1269:
1265:
332:
197:
142:
137:
80:
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5760:
5537:
4615:
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4017:
3700:
3579:
3374:
2521:
1692:
992:
on the other. Mathematical finance overlaps heavily with the fields of
567:
406:
342:
5810:
5740:
5097:
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3237:
2267:
2139:
1822:
1791:
1273:
1052:
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516:
305:
300:
2998:. Secaucus, New Jersey, US: Springer-Verlag New York, Incorporated.
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4820:
3952:
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3523:
3450:
1868:
1729:
1281:
320:
180:
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4057:
3916:
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39:
4421:
1691:, enunciated a set of ideas on the subject which are now called
1106:"Q", and the actual (or actuarial) probability, denoted by "P".
1055:
and then applied its principles to modern systematic investing.
4942:
1008:, which relies on statistical and numerical models (and lately
981:, concerned with mathematical modeling in the financial field.
907:
192:
1315:. Black was ineligible for the prize because he died in 1995.
1090:
is one of the key theorems in mathematical finance, while the
963:
Application of mathematical and statistical methods in finance
4325:
1502:
411:
361:
5066:
1058:
The subject has a close relationship with the discipline of
4957:
737:
704:
315:
255:
2853:
Quantitative finance for physicists : an introduction
1311:. For this M. Scholes and R. Merton were awarded the 1997
2672:
2155:
1661:, for the first time ever awarded for a work in finance.
648:
1775:
are now attempting to develop new theories and methods.
3104:. Paul Wilmott's Blog. January 8, 2009. Archived from
1674:
Financial risk management § Investment management
1740:
1622:
1600:
1532:
1442:
1354:
1139:
3129:"Mathematicians must get out of their ivory towers"
3076:
The Black Swan: The Impact of the Highly
Improbable
1713:
Financial economics § Challenges and criticism
1303:, applied the second most influential process, the
1109:
1094:equation and formula are amongst the key results.
3073:
2618:International Association for Quantitative Finance
1630:
1608:
1540:
1450:
1398:
1147:
1616:", as opposed to the "risk-neutral" probability "
6178:
3046:
2974:Financial Derivative and Energy Market Valuation
2563:Outline of finance § Quantitative investing
1640:Outline of finance § Quantitative investing
2722:"Why Edward Thorp Owns Only Berkshire Hathaway"
2623:International Swaps and Derivatives Association
2567:Outline of finance § Portfolio mathematics
1835:Outline of finance § Financial mathematics
2993:
2855:. San Diego, Calif.: Elsevier Academic Press.
2613:Financial modeling § Quantitative finance
1786:, but are rather modeled better by LĂ©vy alpha-
1284:. This causes longer-term changes to follow a
1220:Quantitative analysis (finance) § History
1043:originated from the research of mathematician
5082:
4407:
3900:
3286:
3185:"The variation of certain Speculative Prices"
3064:
3062:
2822:. Oxford University Press, USA. p. 157.
1843:Outline of finance § Derivatives pricing
1399:{\displaystyle P_{0}=\mathbf {E} _{0}(P_{t})}
1280:in which the short-term changes had a finite
1088:fundamental theorem of arbitrage-free pricing
1047:who used statistical methods to first invent
944:
3914:
3126:
2945:"A risky business: How to price derivatives"
2883:: CS1 maint: multiple names: authors list (
2803:: CS1 maint: multiple names: authors list (
2364:Finite difference methods for option pricing
1839:Outline of finance § Mathematical tools
3300:
3203:"ECONOMETRIC POEICY EVALUATION: A CRITIQUE"
2238:Asset swap #Computing the asset swap spread
829:International Financial Reporting Standards
794:Separation of investment and retail banking
5089:
5075:
4414:
4400:
3907:
3893:
3293:
3279:
3059:
2559:Outline of finance § Portfolio theory
2243:Credit default swap #Pricing and valuation
1503:Risk and portfolio management: the P world
1299:, along with fundamental contributions by
951:
937:
2994:Karatzas, Ioannis; Shreve, Steve (1998).
1864:Backward stochastic differential equation
1659:Nobel Memorial Prize in Economic Sciences
1624:
1602:
1534:
1444:
1313:Nobel Memorial Prize in Economic Sciences
1141:
2817:
2221:Interest rate swap#Valuation and pricing
1984:Numerical partial differential equations
1228:whose price is determined by the law of
2744:
1782:that changes in prices do not follow a
1717:Financial engineering § Criticisms
14:
6179:
3018:
2552:
2115:
1343:which describes its future evolution:
1100:
5070:
4395:
4376:Valuation using discounted cash flows
3888:
3274:
3233:"The future of financial mathematics"
3068:
2942:
2330:Constant elasticity of variance model
2255:(Arbitrage relationships for options)
1851:
1695:. This is the basis of the so-called
3855:
2919:
2897:
2820:Introduction to Quantitative Finance
1642:for a listing of relevant articles.
1345:
1320:fundamental theorem of asset pricing
5166:Agent-based computational economics
3867:
2233:Variance swap#Pricing and valuation
2216:Currency swap#Valuation and Pricing
2124:Brownian model of financial markets
1900:Finance § Quantitative finance
1773:Institute for New Economic Thinking
1212:Brownian model of financial markets
24:
3222:
2850:
2770:
2537:(Brace–Gatarek–Musiela Model, BGM)
1291:The theory remained dormant until
868:Private equity and venture capital
779:Bank for International Settlements
25:
6203:
3200:
2745:Johnson, Tim (1 September 2009).
1920:Martingale representation theorem
913:Business and Economics portal
5624:neoclassical–Keynesian synthesis
4689:Conditional Value-at-Risk (CVaR)
3866:
3854:
3843:
3842:
3830:
2747:"What is financial mathematics?"
2072:Stochastic differential equation
1370:
1318:The next important step was the
1110:Derivatives pricing: the Q world
918:
906:
501:Base erosion and profit shifting
46:
4276:Quantitative behavioral finance
3751:Computational complexity theory
3194:
3174:
3141:
3127:Gillian Tett (April 15, 2010).
3120:
3102:"Financial Modelers' Manifesto"
3094:
3040:
3012:
2996:Methods of Mathematical Finance
2987:
2962:
2773:Stochastic calculus for finance
2720:Lam, Leslie P. Norton and Dan.
2719:
2658:Quantitative behavioral finance
5008:Strategic financial management
4811:Asset and liability management
4316:Strategic financial management
3963:Bull (stock market speculator)
2972:, from Michael Mastro (2013).
2936:
2913:
2891:
2844:
2811:
2764:
2738:
2713:
2691:
2638:Master of Quantitative Finance
2512:Kalotay–Williams–Fabozzi model
1974:Partial differential equations
1497:partial differential equations
1393:
1380:
261:Collateralised debt obligation
171:Bull (stock market speculator)
13:
1:
5560:Critique of political economy
5096:
4346:Sustainable Development Goals
2851:B., Schmidt, Anatoly (2005).
2354:Markov switching multifractal
2179:Construction from market data
1768:Financial Modelers' Manifesto
1745:financial crisis of 2007–2010
607:Final consumption expenditure
2653:Physics of financial markets
2628:Index of accounting articles
2407:Pricing of American options
2194:Principal component analysis
1847:Outline of corporate finance
1706:
1631:{\displaystyle \mathbb {Q} }
1609:{\displaystyle \mathbb {P} }
1541:{\displaystyle \mathbb {P} }
1451:{\displaystyle \mathbb {Q} }
1162:continuous-time martingales
1148:{\displaystyle \mathbb {Q} }
1012:) as opposed to traditional
7:
4586:Operational risk management
2943:Brown, Angus (1 Dec 2008).
2900:"The Theory of Speculation"
2771:E., Shreve, Steven (2004).
2151:Credit valuation adjustment
1828:
1645:For their pioneering work,
1480:
1463:
1424:
1412:
10:
6208:
5698:Real business-cycle theory
4758:Proportional hazards model
4709:Interest rate immunization
4028:Enterprise risk management
3801:Films about mathematicians
2588:list of derivatives topics
2556:
2340:Stochastic volatility jump
1832:
1720:
1710:
1205:
1199:
1125:"extrapolate the present"
1039:on option pricing theory.
839:Professional certification
437:Enterprise risk management
221:Offshore financial centres
6138:
6096:
5738:
5472:
5221:
5186:
5104:
5041:
4798:
4659:
4624:
4576:
4488:
4440:
4433:
4427:financial risk management
4013:Diversification (finance)
3923:
3824:
3774:
3731:
3641:
3603:
3570:
3522:
3494:
3441:
3388:
3370:Philosophy of mathematics
3345:
3310:
3254:, 7, 1952, pp. 77–91
3248:, "Portfolio Selection",
3152:; Christian Menn (2005).
3024:Risk and Asset Allocation
2976:, John Wiley & Sons.
2541:Heath–Jarrow–Morton Model
2445:Interest rate derivatives
2018:Johnson's SU-distribution
2008:Probability distributions
1930:Mathematical optimization
1895:Feynman–Kac formula
1683:, one of the founders of
1489:ItĂ´'s stochastic calculus
1305:geometric Brownian motion
1254:The Theory of Speculation
1133:risk-neutral probability
784:Financial Stability Board
4704:First-hitting-time model
4669:Arbitrage pricing theory
3806:Recreational mathematics
2818:Stephen., Blyth (2013).
2684:
2571:
2517:Longstaff–Schwartz model
2497:Cox–Ingersoll–Ross model
2426:Least Square Monte Carlo
2306:Monte Carlo option model
2206:Futures contract pricing
2184:Fixed-income attribution
2040:Radon–Nikodym derivative
2028:Student's t-distribution
1994:Finite difference method
1571:multivariate statistics
1268:. Bachelier modeled the
473:Mergers and acquisitions
5338:Industrial organization
5161:Computational economics
5013:Stress test (financial)
4719:Modern portfolio theory
3691:Mathematical statistics
3681:Mathematical psychology
3651:Engineering mathematics
3585:Algebraic number theory
3189:The Journal of Business
2477:Rendleman–Bartter model
2416:Bjerksund and Stensland
2411:Barone-Adesi and Whaley
2391:Lattice model (finance)
2299:Edgeworth binomial tree
2077:Stochastic optimization
2023:Log-normal distribution
1689:The Wall Street Journal
1685:Dow Jones & Company
1526:real-world probability
1002:stochastic asset models
5543:Modern monetary theory
5208:Experimental economics
5178:Pluralism in economics
5151:Mathematical economics
4226:Investment performance
3928:Alternative investment
3837:Mathematics portal
3686:Mathematical sociology
3666:Mathematical economics
3661:Mathematical chemistry
3590:Analytic number theory
3471:Differential equations
3251:The Journal of Finance
3080:. Random House Trade.
3070:Taleb, Nassim Nicholas
2775:. New York: Springer.
2699:"Quantitative Finance"
2507:Black–Derman–Toy model
2502:Black–Karasinski model
2386:Garman-Kohlhagen model
2379:Implied trinomial tree
2289:Binomial options model
2147:Valuation adjustments
2135:Risk neutral valuation
1880:Differential equations
1670:Brownian-motion models
1632:
1610:
1542:
1452:
1422:A process satisfying (
1400:
1149:
1041:Mathematical investing
1006:quantitative investing
275:certificate of deposit
5051:Investment management
4953:Investment management
4679:Replicating portfolio
4455:Sovereign credit risk
4221:Investment management
4206:International finance
4033:Environmental finance
3993:Computational finance
3816:Mathematics education
3746:Theory of computation
3466:Hypercomplex analysis
3264:, Prentice-Hall, 1985
3148:Svetlozar T. Rachev;
2608:Financial engineering
2579:Computational finance
2557:Further information:
2421:Black's approximation
2347:SABR volatility model
2325:Stochastic volatility
2294:Implied binomial tree
2226:Multi-curve framework
2201:Forward Price Formula
2169:Multi-curve framework
2082:Stochastic volatility
2050:Scenario optimization
2013:Binomial distribution
1989:Crank–Nicolson method
1945:Quadratic programming
1940:Nonlinear programming
1821:panic that motivates
1807:rational expectations
1784:Gaussian distribution
1753:Nassim Nicholas Taleb
1711:Further information:
1666:investment management
1633:
1611:
1555:discrete-time series
1543:
1453:
1401:
1286:Gaussian distribution
1276:of stock prices as a
1206:Further information:
1150:
1023:French mathematician
998:financial engineering
994:computational finance
975:financial mathematics
226:Conduit and sink OFCs
6187:Mathematical finance
5417:Social choice theory
5173:Behavioral economics
5156:Complexity economics
5056:Mathematical finance
4988:Risk-return spectrum
4978:Mathematical finance
4933:Fundamental analysis
4866:Exchange traded fund
4450:Consumer credit risk
4286:Risk-return spectrum
4241:Mathematical finance
4161:Fundamental analysis
4155:Financial technology
4053:Experimental finance
4048:Exchange traded fund
3796:Informal mathematics
3676:Mathematical physics
3671:Mathematical finance
3656:Mathematical biology
3595:Diophantine geometry
3108:on September 8, 2014
3053:University of Oxford
2643:Outline of economics
2584:Derivative (finance)
2045:Risk-neutral measure
1876:, including Gaussian
1788:stable distributions
1620:
1598:
1530:
1440:
1352:
1202:Risk-neutral measure
1137:
1076:Valuation of options
1014:fundamental analysis
990:portfolio management
971:quantitative finance
967:Mathematical finance
452:Financial statements
432:Credit rating agency
357:Repurchase agreement
18:Quantitative finance
5501:American (National)
5201:Economic statistics
5046:Financial economics
5003:Statistical finance
4769:Value-at-Risk (VaR)
4674:Black–Scholes model
4514:Holding period risk
4351:Sustainable finance
4321:Statistical finance
4301:Statistical finance
4211:Investment advisory
4171:Greater fool theory
3811:Mathematics and art
3721:Operations research
3476:Functional analysis
3158:John Wiley and Sons
3051:. Oxford, England:
2663:Statistical finance
2603:Financial economics
2553:Portfolio modelling
2369:Vanna–Volga pricing
2279:Black–Scholes model
2116:Derivatives pricing
2055:Stochastic calculus
1962:Gaussian quadrature
1925:Mathematical models
1859:Asymptotic analysis
1518:"model the future"
1511:
1208:Black–Scholes model
1178:ItĹŤ calculus, PDEs
1118:
1101:History: Q versus P
1060:financial economics
1018:managing portfolios
979:applied mathematics
888:Accounting scandals
878:Stock market bubble
598:Government spending
555:Employment contract
507:Corporate tax haven
266:Credit default swap
6192:Applied statistics
5023:Structured product
5018:Structured finance
4998:Speculative attack
4684:Cash flow matching
4647:Non-financial risk
4544:Interest rate risk
4470:Concentration risk
4336:Structured product
4331:Structured finance
4216:Investment banking
4191:History of banking
3978:Capital management
3756:Numerical analysis
3365:Mathematical logic
3360:Information theory
3242:, 6 September 2013
2970:"Financial Models"
2968:For a survey, see
2668:Technical analysis
2648:Outline of finance
2633:List of economists
2535:LIBOR market model
2401:Carr–Madan formula
2396:Margrabe's formula
2311:Implied volatility
2035:Quantile functions
1957:Numerical analysis
1952:Monte Carlo method
1935:Linear programming
1852:Mathematical tools
1796:standard deviation
1697:technical analysis
1657:, shared the 1990
1628:
1606:
1538:
1507:
1461:The relationship (
1448:
1396:
1331:stochastic process
1272:of changes in the
1216:Martingale pricing
1145:
1114:
1080:Financial modeling
883:Stock market crash
733:Investment banking
723:Fractional-reserve
688:Warrant of payment
637:Government revenue
560:Financial planning
478:Structured finance
6174:
6173:
5705:New institutional
5064:
5063:
4836:Corporate finance
4831:Capital structure
4785:Cash flow at risk
4781:Liquidity at risk
4754:Survival analysis
4655:
4654:
4601:Reputational risk
4475:Credit derivative
4389:
4388:
4266:Position of trust
3998:Corporate finance
3983:Capital structure
3943:Asset (economics)
3915:General areas of
3882:
3881:
3481:Harmonic analysis
3258:William F. Sharpe
3087:978-1-4000-6351-2
2920:Lindbeck, Assar.
2898:Bachelir, Louis.
2472:Short-rate models
2436:Roll-Geske-Whaley
2087:Survival analysis
1905:Fourier transform
1780:Benoit Mandelbrot
1591:
1590:
1420:
1419:
1264:and the discrete
1262:Langevin equation
1242:convertible bonds
1230:supply and demand
1226:liquid securities
1198:
1197:
961:
960:
851:
850:
801:
800:
789:Deposit insurance
695:
694:
529:
528:
427:Corporate finance
422:Capital structure
417:Capital budgeting
352:Performance bonds
233:
232:
216:Financial centres
176:Financial planner
76:Asset (economics)
16:(Redirected from
6199:
5378:Natural resource
5213:Economic history
5139:Mechanism design
5091:
5084:
5077:
5068:
5067:
4938:Growth investing
4856:Enterprise value
4806:Asset allocation
4789:Earnings at risk
4771:and extensions (
4714:Market portfolio
4578:Operational risk
4563:Refinancing risk
4438:
4437:
4416:
4409:
4402:
4393:
4392:
4261:Personal finance
4251:Over-the-counter
4231:Investor profile
4201:Impact investing
4196:History of money
4176:Growth investing
4038:Equity (finance)
3948:Asset allocation
3909:
3902:
3895:
3886:
3885:
3870:
3869:
3858:
3857:
3846:
3845:
3835:
3834:
3766:Computer algebra
3741:Computer science
3461:Complex analysis
3295:
3288:
3281:
3272:
3271:
3246:Harold Markowitz
3229:Nicole El Karoui
3216:
3215:
3213:
3212:
3207:
3198:
3192:
3178:
3172:
3171:
3150:Frank J. Fabozzi
3145:
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2742:
2736:
2735:
2733:
2732:
2717:
2711:
2710:
2708:
2706:
2695:
2492:Hull–White model
2431:Optimal stopping
2320:Local volatility
2315:Volatility smile
2129:Rational pricing
1910:Girsanov theorem
1738:Machine Learning
1637:
1635:
1634:
1629:
1627:
1615:
1613:
1612:
1607:
1605:
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1397:
1392:
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1379:
1378:
1373:
1364:
1363:
1346:
1301:Robert C. Merton
1154:
1152:
1151:
1146:
1144:
1119:
1113:
1010:machine learning
977:, is a field of
969:, also known as
953:
946:
939:
925:Money portal
923:
922:
921:
911:
910:
861:Economic history
823:
822:
756:
755:
654:Deficit spending
628:Transfer payment
594:
593:
522:Transfer pricing
468:Leveraged buyout
442:Enterprise value
396:
395:
311:Letter of credit
296:Futures contract
129:
127:Over-the-counter
116:Foreign exchange
63:
62:
50:
27:
26:
21:
6207:
6206:
6202:
6201:
6200:
6198:
6197:
6196:
6177:
6176:
6175:
6170:
6167:Business portal
6134:
6133:
6132:
6092:
5856:von Böhm-Bawerk
5744:
5743:
5734:
5506:Ancient thought
5484:
5483:
5477:
5468:
5467:
5466:
5217:
5182:
5134:Contract theory
5119:Decision theory
5100:
5095:
5065:
5060:
5037:
4973:Systematic risk
4871:Expected return
4851:Economic bubble
4846:Diversification
4841:Cost of capital
4794:
4651:
4620:
4572:
4554:Volatility risk
4518:Price area risk
4484:
4460:Settlement risk
4429:
4420:
4390:
4385:
4366:Too big to fail
4361:Systematic risk
4281:Quantum finance
4186:Hedge (finance)
4166:Government bond
4003:Cost of capital
3988:Climate finance
3919:
3913:
3883:
3878:
3829:
3820:
3770:
3727:
3706:Systems science
3637:
3633:Homotopy theory
3599:
3566:
3518:
3490:
3437:
3384:
3355:Category theory
3341:
3306:
3299:
3225:
3223:Further reading
3220:
3219:
3210:
3208:
3205:
3199:
3195:
3179:
3175:
3168:
3146:
3142:
3134:Financial Times
3125:
3121:
3111:
3109:
3100:
3099:
3095:
3088:
3067:
3060:
3045:
3041:
3034:
3020:Meucci, Attilio
3017:
3013:
3006:
2992:
2988:
2967:
2963:
2953:
2951:
2949:Price+ Magazine
2941:
2937:
2927:
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2728:
2726:www.barrons.com
2718:
2714:
2704:
2702:
2697:
2696:
2692:
2687:
2682:
2678:Quantum finance
2574:
2569:
2555:
2550:
2455:caps and floors
2259:Intrinsic value
2253:Put–call parity
2118:
2113:
2060:Brownian motion
1854:
1849:
1831:
1819:self-fulfilling
1811:causal analysis
1725:
1719:
1709:
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1533:
1531:
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1443:
1441:
1438:
1437:
1434:blackboard font
1428:) is called a "
1387:
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1374:
1369:
1368:
1359:
1355:
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1350:
1349:
1337:
1327:
1258:Brownian motion
1250:Louis Bachelier
1222:
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1140:
1138:
1135:
1134:
1112:
1103:
1064:economic models
1025:Louis Bachelier
964:
957:
919:
917:
905:
893:
892:
863:
853:
852:
844:Fund governance
820:
803:
802:
769:Banking license
760:Bank regulation
747:
718:Deposit account
707:
697:
696:
683:Non-tax revenue
679:
658:
624:
591:
581:
580:
577:
541:
531:
530:
483:Venture capital
447:Risk management
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383:
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372:Syndicated loan
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5570:Disequilibrium
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5383:Organizational
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4799:Basic concepts
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4777:Margin at risk
4773:Profit at risk
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4639:
4634:
4632:Execution risk
4628:
4626:
4622:
4621:
4619:
4618:
4613:
4611:Political risk
4608:
4603:
4598:
4593:
4588:
4582:
4580:
4574:
4573:
4571:
4570:
4559:Liquidity risk
4556:
4551:
4549:Inflation risk
4546:
4541:
4539:Margining risk
4536:
4531:
4529:Valuation risk
4526:
4521:
4498:Commodity risk
4494:
4492:
4486:
4485:
4483:
4482:
4480:Securitization
4477:
4472:
4467:
4462:
4457:
4452:
4446:
4444:
4435:
4431:
4430:
4423:Financial risk
4419:
4418:
4411:
4404:
4396:
4387:
4386:
4384:
4383:
4378:
4373:
4368:
4363:
4358:
4356:Swap (finance)
4353:
4348:
4343:
4341:Sustainability
4338:
4333:
4328:
4323:
4318:
4313:
4308:
4306:Stock exchange
4303:
4298:
4293:
4291:Social finance
4288:
4283:
4278:
4273:
4271:Public finance
4268:
4263:
4258:
4253:
4248:
4243:
4238:
4233:
4228:
4223:
4218:
4213:
4208:
4203:
4198:
4193:
4188:
4183:
4178:
4173:
4168:
4163:
4158:
4152:
4151:
4150:
4145:
4140:
4135:
4130:
4125:
4120:
4115:
4110:
4105:
4100:
4095:
4090:
4085:
4080:
4075:
4070:
4065:
4055:
4050:
4045:
4040:
4035:
4030:
4025:
4020:
4015:
4010:
4005:
4000:
3995:
3990:
3985:
3980:
3975:
3970:
3965:
3960:
3958:Bond (finance)
3955:
3950:
3945:
3940:
3935:
3933:Angel investor
3930:
3924:
3921:
3920:
3912:
3911:
3904:
3897:
3889:
3880:
3879:
3877:
3876:
3864:
3852:
3840:
3825:
3822:
3821:
3819:
3818:
3813:
3808:
3803:
3798:
3793:
3792:
3791:
3784:Mathematicians
3780:
3778:
3776:Related topics
3772:
3771:
3769:
3768:
3763:
3758:
3753:
3748:
3743:
3737:
3735:
3729:
3728:
3726:
3725:
3724:
3723:
3718:
3713:
3711:Control theory
3703:
3698:
3693:
3688:
3683:
3678:
3673:
3668:
3663:
3658:
3653:
3647:
3645:
3639:
3638:
3636:
3635:
3630:
3625:
3620:
3615:
3609:
3607:
3601:
3600:
3598:
3597:
3592:
3587:
3582:
3576:
3574:
3568:
3567:
3565:
3564:
3559:
3554:
3549:
3544:
3539:
3534:
3528:
3526:
3520:
3519:
3517:
3516:
3511:
3506:
3500:
3498:
3492:
3491:
3489:
3488:
3486:Measure theory
3483:
3478:
3473:
3468:
3463:
3458:
3453:
3447:
3445:
3439:
3438:
3436:
3435:
3430:
3425:
3420:
3415:
3410:
3405:
3400:
3394:
3392:
3386:
3385:
3383:
3382:
3377:
3372:
3367:
3362:
3357:
3351:
3349:
3343:
3342:
3340:
3339:
3334:
3329:
3328:
3327:
3322:
3311:
3308:
3307:
3298:
3297:
3290:
3283:
3275:
3269:
3268:
3265:
3255:
3243:
3224:
3221:
3218:
3217:
3193:
3173:
3167:978-0471718864
3166:
3140:
3119:
3093:
3086:
3058:
3039:
3032:
3011:
3004:
2986:
2982:978-1118487716
2961:
2935:
2912:
2890:
2861:
2843:
2828:
2810:
2781:
2763:
2751:+Plus Magazine
2737:
2712:
2689:
2688:
2686:
2683:
2681:
2680:
2675:
2670:
2665:
2660:
2655:
2650:
2645:
2640:
2635:
2630:
2625:
2620:
2615:
2610:
2605:
2600:
2595:
2593:Economic model
2590:
2581:
2575:
2573:
2570:
2554:
2551:
2549:
2548:
2547:
2546:
2545:
2544:
2538:
2531:-based models
2526:
2525:
2524:
2519:
2514:
2509:
2504:
2499:
2494:
2489:
2484:
2479:
2469:
2468:
2467:
2462:
2457:
2442:
2441:
2440:
2439:
2438:
2433:
2428:
2423:
2418:
2413:
2405:
2404:
2403:
2398:
2393:
2388:
2383:
2382:
2381:
2374:Trinomial tree
2371:
2366:
2361:
2356:
2351:
2350:
2349:
2344:
2343:
2342:
2332:
2322:
2317:
2308:
2303:
2302:
2301:
2296:
2286:
2281:
2270:
2265:
2256:
2247:
2246:
2245:
2240:
2235:
2230:
2229:
2228:
2218:
2211:Swap valuation
2208:
2203:
2198:
2197:
2196:
2191:
2186:
2181:
2176:
2171:
2160:
2159:
2158:
2153:
2145:
2144:
2143:
2137:
2126:
2119:
2117:
2114:
2112:
2111:
2110:
2109:
2104:
2094:
2089:
2084:
2079:
2074:
2069:
2068:
2067:
2062:
2052:
2047:
2042:
2037:
2032:
2031:
2030:
2025:
2020:
2015:
2005:
2000:
1999:
1998:
1997:
1996:
1991:
1981:
1971:
1966:
1965:
1964:
1954:
1949:
1948:
1947:
1942:
1937:
1927:
1922:
1917:
1912:
1907:
1902:
1897:
1892:
1890:Ergodic theory
1887:
1885:Expected value
1882:
1877:
1871:
1866:
1861:
1855:
1853:
1850:
1830:
1827:
1803:Lucas critique
1765:published the
1763:Emanuel Derman
1758:The Black Swan
1755:, in his book
1708:
1705:
1626:
1604:
1589:
1588:
1585:
1581:
1580:
1577:
1573:
1572:
1569:
1565:
1564:
1561:
1557:
1556:
1553:
1549:
1548:
1536:
1524:
1520:
1519:
1516:
1504:
1501:
1446:
1418:
1417:
1408:
1406:
1395:
1390:
1386:
1382:
1377:
1372:
1367:
1362:
1358:
1341:expected value
1339:with constant
1335:
1325:
1309:option pricing
1238:exotic options
1200:Main article:
1196:
1195:
1192:
1188:
1187:
1184:
1180:
1179:
1176:
1172:
1171:
1168:
1164:
1163:
1160:
1156:
1155:
1143:
1131:
1127:
1126:
1123:
1111:
1108:
1102:
1099:
962:
959:
958:
956:
955:
948:
941:
933:
930:
929:
928:
927:
915:
903:
895:
894:
891:
890:
885:
880:
875:
870:
864:
859:
858:
855:
854:
849:
848:
847:
846:
841:
836:
831:
821:
809:
808:
805:
804:
799:
798:
797:
796:
791:
786:
781:
776:
771:
763:
762:
754:
753:
751:Lists of banks
746:
745:
740:
735:
730:
725:
720:
715:
709:
708:
703:
702:
699:
698:
693:
692:
691:
690:
685:
680:
678:
677:
672:
661:
659:
657:
656:
651:
645:
640:
639:
633:
632:
631:
630:
625:
623:
622:
620:Redistribution
617:
611:
609:
601:
600:
592:
587:
586:
583:
582:
579:
578:
576:
575:
570:
564:
562:
557:
552:
542:
537:
536:
533:
532:
527:
526:
525:
524:
519:
514:
509:
504:
495:
494:
488:
487:
486:
485:
480:
475:
470:
462:
461:
457:
456:
455:
454:
449:
444:
439:
434:
429:
424:
419:
414:
409:
401:
400:
394:
389:
388:
385:
384:
380:
379:
374:
369:
364:
359:
354:
347:
346:
340:
335:
325:
324:
323:
318:
313:
308:
303:
298:
293:
288:
283:
278:
268:
263:
258:
253:
247:
246:
241:
240:
237:
236:
231:
230:
229:
228:
223:
218:
210:
209:
203:
202:
201:
200:
195:
190:
189:
188:
178:
173:
168:
166:Angel investor
160:
159:
153:
152:
151:
150:
145:
140:
135:
133:Private equity
130:
123:
118:
113:
108:
103:
98:
93:
88:
83:
78:
70:
69:
61:
56:
55:
52:
51:
43:
42:
36:
35:
9:
6:
4:
3:
2:
6204:
6193:
6190:
6188:
6185:
6184:
6182:
6168:
6165:
6163:
6160:
6158:
6155:
6153:
6150:
6148:
6145:
6143:
6140:
6137:
6129:
6126:
6123:
6119:
6116:
6114:
6111:
6109:
6106:
6105:
6101:
6099:
6095:
6089:
6088:
6084:
6082:
6079:
6077:
6074:
6072:
6069:
6067:
6064:
6062:
6059:
6057:
6054:
6052:
6049:
6047:
6044:
6042:
6039:
6037:
6034:
6032:
6029:
6027:
6024:
6022:
6019:
6017:
6014:
6012:
6009:
6007:
6004:
6002:
5999:
5997:
5994:
5992:
5989:
5987:
5984:
5982:
5979:
5977:
5974:
5972:
5969:
5967:
5964:
5962:
5959:
5957:
5954:
5952:
5949:
5947:
5944:
5942:
5939:
5937:
5934:
5932:
5929:
5927:
5924:
5922:
5919:
5917:
5914:
5912:
5909:
5907:
5904:
5902:
5899:
5897:
5894:
5892:
5889:
5887:
5884:
5882:
5879:
5877:
5874:
5872:
5869:
5867:
5864:
5862:
5859:
5857:
5854:
5852:
5849:
5847:
5844:
5842:
5839:
5837:
5834:
5832:
5829:
5827:
5824:
5822:
5819:
5817:
5814:
5812:
5809:
5807:
5804:
5802:
5799:
5797:
5794:
5792:
5789:
5787:
5784:
5782:
5779:
5777:
5774:
5772:
5769:
5767:
5764:
5762:
5759:
5757:
5754:
5752:
5751:de Mandeville
5749:
5748:
5746:
5742:
5737:
5731:
5728:
5726:
5723:
5721:
5718:
5716:
5713:
5711:
5708:
5706:
5703:
5699:
5696:
5695:
5694:
5693:New classical
5691:
5687:
5684:
5683:
5682:
5679:
5677:
5674:
5672:
5669:
5665:
5662:
5661:
5660:
5657:
5655:
5652:
5650:
5649:Malthusianism
5647:
5641:
5638:
5637:
5636:
5633:
5631:
5628:
5625:
5621:
5618:
5617:
5616:
5613:
5611:
5610:Institutional
5608:
5606:
5603:
5601:
5598:
5596:
5593:
5591:
5588:
5586:
5583:
5581:
5578:
5576:
5573:
5571:
5568:
5566:
5563:
5561:
5558:
5556:
5553:
5551:
5548:
5544:
5541:
5540:
5539:
5536:
5534:
5531:
5529:
5526:
5524:
5521:
5517:
5514:
5513:
5512:
5509:
5507:
5504:
5502:
5499:
5497:
5494:
5492:
5489:
5488:
5486:
5481:
5476:
5471:
5463:
5460:
5458:
5455:
5453:
5450:
5448:
5445:
5443:
5440:
5438:
5435:
5433:
5430:
5428:
5425:
5423:
5420:
5418:
5414:
5413:Public choice
5411:
5409:
5406:
5404:
5401:
5399:
5396:
5394:
5391:
5389:
5388:Participation
5386:
5384:
5381:
5379:
5376:
5374:
5371:
5369:
5366:
5364:
5361:
5359:
5356:
5354:
5351:
5349:
5348:Institutional
5346:
5344:
5341:
5339:
5336:
5334:
5331:
5329:
5326:
5324:
5321:
5319:
5316:
5314:
5311:
5309:
5306:
5304:
5301:
5299:
5298:Expeditionary
5296:
5294:
5291:
5289:
5288:Environmental
5286:
5284:
5281:
5279:
5276:
5274:
5271:
5269:
5266:
5264:
5261:
5259:
5256:
5254:
5251:
5249:
5246:
5244:
5241:
5239:
5236:
5234:
5231:
5230:
5226:
5224:
5220:
5214:
5211:
5209:
5206:
5202:
5199:
5198:
5197:
5194:
5193:
5191:
5189:
5185:
5179:
5176:
5174:
5171:
5167:
5164:
5163:
5162:
5159:
5157:
5154:
5152:
5149:
5147:
5144:
5140:
5137:
5135:
5132:
5130:
5127:
5125:
5122:
5120:
5117:
5116:
5115:
5112:
5111:
5109:
5107:
5103:
5099:
5092:
5087:
5085:
5080:
5078:
5073:
5072:
5069:
5057:
5054:
5052:
5049:
5047:
5044:
5043:
5040:
5034:
5031:
5029:
5028:Systemic risk
5026:
5024:
5021:
5019:
5016:
5014:
5011:
5009:
5006:
5004:
5001:
4999:
4996:
4994:
4991:
4989:
4986:
4984:
4981:
4979:
4976:
4974:
4971:
4969:
4966:
4964:
4961:
4959:
4956:
4954:
4951:
4949:
4946:
4944:
4941:
4939:
4936:
4934:
4931:
4927:
4924:
4922:
4919:
4917:
4914:
4912:
4909:
4907:
4904:
4902:
4899:
4897:
4894:
4892:
4889:
4887:
4884:
4882:
4879:
4878:
4877:
4874:
4872:
4869:
4867:
4864:
4862:
4859:
4857:
4854:
4852:
4849:
4847:
4844:
4842:
4839:
4837:
4834:
4832:
4829:
4827:
4826:Capital asset
4824:
4822:
4819:
4817:
4816:Asset pricing
4814:
4812:
4809:
4807:
4804:
4803:
4801:
4797:
4790:
4786:
4782:
4778:
4774:
4770:
4767:
4765:
4762:
4759:
4755:
4752:
4750:
4749:Sortino ratio
4747:
4745:
4742:
4740:
4737:
4735:
4732:
4730:
4727:
4725:
4722:
4720:
4717:
4715:
4712:
4710:
4707:
4705:
4702:
4700:
4697:
4695:
4692:
4690:
4687:
4685:
4682:
4680:
4677:
4675:
4672:
4670:
4667:
4666:
4664:
4662:
4658:
4648:
4645:
4643:
4642:Systemic risk
4640:
4638:
4635:
4633:
4630:
4629:
4627:
4623:
4617:
4614:
4612:
4609:
4607:
4604:
4602:
4599:
4597:
4594:
4592:
4591:Business risk
4589:
4587:
4584:
4583:
4581:
4579:
4575:
4568:
4564:
4560:
4557:
4555:
4552:
4550:
4547:
4545:
4542:
4540:
4537:
4535:
4532:
4530:
4527:
4525:
4522:
4519:
4515:
4511:
4507:
4503:
4499:
4496:
4495:
4493:
4491:
4487:
4481:
4478:
4476:
4473:
4471:
4468:
4466:
4463:
4461:
4458:
4456:
4453:
4451:
4448:
4447:
4445:
4443:
4439:
4436:
4432:
4428:
4424:
4417:
4412:
4410:
4405:
4403:
4398:
4397:
4394:
4382:
4381:Watered stock
4379:
4377:
4374:
4372:
4369:
4367:
4364:
4362:
4359:
4357:
4354:
4352:
4349:
4347:
4344:
4342:
4339:
4337:
4334:
4332:
4329:
4327:
4324:
4322:
4319:
4317:
4314:
4312:
4309:
4307:
4304:
4302:
4299:
4297:
4294:
4292:
4289:
4287:
4284:
4282:
4279:
4277:
4274:
4272:
4269:
4267:
4264:
4262:
4259:
4257:
4254:
4252:
4249:
4247:
4244:
4242:
4239:
4237:
4234:
4232:
4229:
4227:
4224:
4222:
4219:
4217:
4214:
4212:
4209:
4207:
4204:
4202:
4199:
4197:
4194:
4192:
4189:
4187:
4184:
4182:
4179:
4177:
4174:
4172:
4169:
4167:
4164:
4162:
4159:
4156:
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4023:Eco-investing
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4008:Disinvestment
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3999:
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3973:Capital asset
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3504:Combinatorics
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3204:
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3181:B. Mandelbrot
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3033:9783642009648
3029:
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3015:
3007:
3005:9780387948393
3001:
2997:
2990:
2983:
2979:
2975:
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2950:
2946:
2939:
2924:. Nobel Prize
2923:
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2862:9780080492209
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2829:9780199666591
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2782:9780387401003
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2482:Vasicek model
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2257:
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2250:
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2209:
2207:
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2202:
2199:
2195:
2192:
2190:
2189:Nelson-Siegel
2187:
2185:
2182:
2180:
2177:
2175:
2174:Bootstrapping
2172:
2170:
2167:
2166:
2164:
2161:
2157:
2154:
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2149:
2148:
2146:
2142:-free pricing
2141:
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2092:Value at risk
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2019:
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2014:
2011:
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1995:
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1979:Heat equation
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1969:Real analysis
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1724:
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1714:
1704:
1702:
1701:market trends
1698:
1694:
1690:
1686:
1682:
1677:
1675:
1671:
1667:
1662:
1660:
1656:
1655:Merton Miller
1653:, along with
1652:
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1332:
1328:
1321:
1316:
1314:
1310:
1306:
1302:
1298:
1297:Myron Scholes
1294:
1293:Fischer Black
1289:
1287:
1283:
1279:
1275:
1271:
1267:
1263:
1259:
1255:
1251:
1248:initiated by
1245:
1243:
1239:
1235:
1234:plain vanilla
1231:
1227:
1221:
1217:
1213:
1209:
1203:
1193:
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1189:
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1132:
1129:
1128:
1124:
1121:
1120:
1117:
1107:
1098:
1095:
1093:
1092:Black–Scholes
1089:
1085:
1084:Asset pricing
1081:
1077:
1073:
1069:
1065:
1061:
1056:
1054:
1050:
1049:card counting
1046:
1042:
1038:
1037:Robert Merton
1034:
1033:Myron Scholes
1030:
1029:Fischer Black
1026:
1021:
1019:
1015:
1011:
1007:
1003:
999:
995:
991:
987:
982:
980:
976:
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832:
830:
827:
826:
825:
824:
819:
818:Financial law
816:
812:
807:
806:
795:
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790:
787:
785:
782:
780:
777:
775:
774:Basel Accords
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547:
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535:
534:
523:
520:
518:
515:
513:
512:Tax inversion
510:
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502:
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481:
479:
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415:
413:
410:
408:
405:
404:
403:
402:
398:
397:
392:
387:
386:
378:
377:Synthetic CDO
375:
373:
370:
368:
365:
363:
360:
358:
355:
353:
350:
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344:
341:
339:
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186:institutional
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109:
107:
104:
102:
99:
97:
94:
92:
91:Capital asset
89:
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84:
82:
79:
77:
74:
73:
72:
71:
68:
65:
64:
59:
54:
53:
49:
45:
44:
41:
38:
37:
33:
29:
28:
19:
6162:Publications
6118:Publications
6085:
5681:Neoclassical
5671:Mercantilism
5580:Evolutionary
5442:Sociological
5415: /
5313:Geographical
5293:Evolutionary
5268:Digitization
5233:Agricultural
5196:Econometrics
5124:Price theory
5055:
4983:Moral hazard
4977:
4968:Risk of ruin
4744:Sharpe ratio
4606:Country risk
4567:Deposit risk
4465:Default risk
4256:Pension fund
4240:
4181:Growth stock
4103:institutions
3968:Asset growth
3871:
3859:
3847:
3828:
3761:Optimization
3670:
3623:Differential
3547:Differential
3514:Order theory
3509:Graph theory
3413:Group theory
3261:
3249:
3236:
3209:. Retrieved
3201:Lucas, Bob.
3196:
3188:
3176:
3153:
3143:
3132:
3122:
3110:. Retrieved
3106:the original
3096:
3075:
3048:
3042:
3026:. Springer.
3023:
3014:
2995:
2989:
2973:
2964:
2952:. Retrieved
2948:
2938:
2926:. Retrieved
2915:
2903:. Retrieved
2893:
2852:
2846:
2819:
2813:
2772:
2766:
2754:. Retrieved
2750:
2740:
2729:. Retrieved
2725:
2715:
2703:. Retrieved
2693:
2598:Econophysics
2529:Forward rate
2487:Ho–Lee model
2465:Bond options
2335:Heston model
2131:assumptions
2065:LĂ©vy process
1815:econometrics
1800:
1777:
1766:
1757:
1749:Paul Wilmott
1742:
1734:Data Science
1726:
1678:
1663:
1644:
1592:
1523:Environment
1508:
1486:
1479:
1476:
1469:
1462:
1460:
1423:
1421:
1410:
1333:
1323:
1317:
1290:
1253:
1246:
1223:
1186:calibration
1130:Environment
1115:
1104:
1096:
1068:mathematical
1057:
1045:Edward Thorp
1022:
983:
974:
970:
966:
965:
814:
743:Money supply
728:Full-reserve
713:Central bank
573:Student loan
548: /
460:Transactions
271:Time deposit
157:Participants
86:Asset growth
5956:von Neumann
5725:Supply-side
5710:Physiocracy
5654:Marginalism
5343:Information
5283:Engineering
5263:Development
5258:Demographic
5129:Game theory
5106:Theoretical
5033:Toxic asset
4993:Speculation
4926:social work
4911:engineering
4739:Risk parity
4724:Omega ratio
4637:Profit risk
4524:Equity risk
4502:Volume risk
4490:Market risk
4442:Credit risk
4371:Toxic asset
4311:Stockbroker
4296:Speculation
4246:Mutual fund
4236:Market risk
4143:social work
4093:engineering
3938:Super angel
3873:WikiProject
3716:Game theory
3696:Probability
3433:Homological
3423:Multilinear
3403:Commutative
3380:Type theory
3347:Foundations
3303:mathematics
3262:Investments
2701:. About.com
2450:Black model
2284:Black model
2163:Yield curve
2107:GARCH model
2003:Probability
1915:ItĂ´'s lemma
1681:Charles Dow
1579:estimation
1576:Challenges
1509:The P world
1278:random walk
1270:time series
1266:random walk
1183:Challenges
1116:The Q world
281:Credit line
243:Instruments
138:Real estate
101:Derivatives
6181:Categories
6113:Economists
5986:Schumacher
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5333:Humanistic
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4616:Legal risk
4596:Model risk
4510:Shape risk
4506:Basis risk
4434:Categories
4128:regulation
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4018:Divestment
3701:Statistics
3580:Arithmetic
3542:Arithmetic
3408:Elementary
3375:Set theory
3211:2022-08-05
3049:PhD Thesis
2731:2021-06-06
2522:Chen model
2359:The Greeks
2263:Time value
2165:modelling
2102:ARCH model
2097:Volatility
1833:See also:
1721:See also:
1693:Dow Theory
1560:Dimension
1552:Processes
1493:simulation
1430:martingale
1194:sell-side
1167:Dimension
1159:Processes
811:Regulation
615:Operations
568:Retirement
407:Accounting
291:Derivative
198:Speculator
30:Part of a
6031:Greenspan
5996:Samuelson
5976:Galbraith
5946:Tinbergen
5886:von Mises
5881:Heckscher
5841:Edgeworth
5720:Stockholm
5715:Socialist
5615:Keynesian
5595:Happiness
5555:Classical
5516:Mutualism
5511:Anarchist
5496:Heterodox
5393:Personnel
5353:Knowledge
5318:Happiness
5308:Financial
5278:Education
5253:Democracy
5188:Empirical
5098:Economics
4963:Risk pool
4876:Financial
4157:(Fintech)
4098:inclusion
4088:economics
4083:deepening
4058:Financial
3628:Geometric
3618:Algebraic
3557:Euclidean
3532:Algebraic
3428:Universal
3238:ParisTech
2879:cite book
2838:868286679
2799:cite book
2460:swaptions
2268:Moneyness
2140:Arbitrage
1823:bank runs
1751:, and by
1707:Criticism
1647:Markowitz
1587:buy-side
1584:Business
1274:logarithm
1191:Business
1072:numerical
1053:blackjack
873:Recession
834:ISO 31000
517:Tax haven
391:Corporate
306:Insurance
301:Indemnity
207:Locations
96:Commodity
6142:Category
6122:journals
6108:Glossary
6061:Stiglitz
6026:Rothbard
6006:Buchanan
5991:Friedman
5981:Koopmans
5971:Leontief
5951:Robinson
5836:Marshall
5686:Lausanne
5590:Georgism
5585:Feminist
5533:Buddhist
5523:Austrian
5422:Regional
5398:Planning
5373:Monetary
5303:Feminist
5248:Cultural
5243:Business
4886:analysis
4821:Bad debt
4699:Drawdown
4661:Modeling
4138:services
4063:analysis
3953:Bad debt
3849:Category
3605:Topology
3552:Discrete
3537:Analytic
3524:Geometry
3496:Discrete
3451:Calculus
3443:Analysis
3398:Abstract
3337:Glossary
3320:Timeline
3072:(2007).
3022:(2005).
2954:28 March
2928:28 March
2905:28 March
2871:57743436
2791:53289874
2705:28 March
2272:Pricing
2249:Options
1869:Calculus
1829:See also
1730:Big data
1499:(PDEs).
1436:letter "
1282:variance
649:Taxation
539:Personal
492:Taxation
367:Security
321:Mortgage
181:Investor
6157:Outline
6128:Schools
6120: (
6081:Piketty
6076:Krugman
5941:Kuznets
5931:Kalecki
5906:Polanyi
5796:Cournot
5791:Bastiat
5776:Ricardo
5766:Malthus
5756:Quesnay
5659:Marxian
5550:Chicago
5480:history
5475:Schools
5462:Welfare
5432:Service
5223:Applied
4901:betting
4891:analyst
4881:adviser
4534:FX risk
4123:planner
4068:analyst
3917:finance
3861:Commons
3643:Applied
3613:General
3390:Algebra
3315:History
3112:June 1,
2756:1 March
1874:Copulas
1244:, etc.
1086:. The
901:Outline
705:Banking
669:balance
667: (
399:General
331: (
286:Deposit
106:Domains
58:Markets
40:Finance
6066:Thaler
6046:Ostrom
6041:Becker
6036:Sowell
6016:Baumol
5921:Myrdal
5916:Sraffa
5911:Frisch
5901:Knight
5896:Keynes
5871:Fisher
5866:Veblen
5851:Pareto
5831:Menger
5826:George
5821:Jevons
5816:Walras
5806:Gossen
5730:Thermo
5408:Public
5403:Policy
5358:Labour
5323:Health
4943:Hazard
4694:Copula
4561:(e.g.
4500:(e.g.
4148:system
4113:market
3562:Finite
3418:Linear
3325:Future
3301:Major
3240:Review
3164:
3084:
3030:
3002:
2980:
2869:
2859:
2836:
2826:
2789:
2779:
2565:, and
2274:models
1845:, and
1715:, and
1651:Sharpe
1568:Tools
1563:large
1472:quants
1218:, and
1175:Tools
813:
665:Budget
589:Public
546:Credit
503:(BEPS)
338:exotic
329:Option
193:Retail
111:Equity
67:Assets
32:series
6152:Lists
6147:Index
6098:Lists
6071:Hoppe
6056:Lucas
6021:Solow
6011:Arrow
6001:Simon
5966:Lange
5961:Hicks
5936:Röpke
5926:Hayek
5876:Pigou
5846:Clark
5761:Smith
5676:Mixed
5635:Post-
5457:Urban
5437:Socio
5427:Rural
4948:Hedge
4906:crime
4896:asset
4729:RAROC
4625:Other
4326:Stock
4078:crime
4073:asset
3789:lists
3332:Lists
3305:areas
3206:(PDF)
3055:: 21.
2685:Notes
2572:Other
2543:(HJM)
1805:- or
1792:power
1515:Goal
1307:, to
1122:Goal
1016:when
412:Audit
362:Stock
148:Stock
121:Money
6087:more
5811:Marx
5801:Mill
5786:List
5664:Neo-
5620:Neo-
4958:Risk
4921:risk
4425:and
4133:risk
4118:plan
3191:1963
3162:ISBN
3114:2012
3082:ISBN
3028:ISBN
3000:ISBN
2978:ISBN
2956:2014
2930:2014
2907:2014
2885:link
2867:OCLC
2857:ISBN
2834:OCLC
2824:ISBN
2805:link
2787:OCLC
2777:ISBN
2758:2021
2707:2014
2122:The
1813:and
1732:and
1687:and
1649:and
1495:and
1470:The
1295:and
1236:and
1170:low
1035:and
996:and
988:and
986:risk
973:and
738:Loan
675:Debt
550:Debt
333:call
316:Loan
256:Cash
251:Bond
143:Spot
81:Bond
6051:Sen
5771:Say
5630:New
5363:Law
4916:law
4861:ESG
4043:ESG
2673:XVA
2156:XVA
1458:".
1252:in
1070:or
1051:in
343:put
6183::
4787:,
4783:,
4779:,
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4565:,
4516:,
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4508:,
4504:,
3260:,
3235:,
3231:,
3187:,
3183:,
3160:.
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2947:.
2881:}}
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1082:;
1078:;
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815:·
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273:(
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