About: Mathematical finance

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rdf:type	skos:Concept
rdfs:label	Mathematical finance
skos:broader	dbpedia:Category:Applied_mathematics dbpedia:Category:Finance dbpedia:Category:Fields_of_application_of_statistics
skos:prefLabel	Mathematical finance
is skos:broader of	dbpedia:Category:Interest dbpedia:Category:Fixed_income_analysis dbpedia:Category:Interest_rates dbpedia:Category:Financial_ratios
is skos:subject of	dbpedia:Compound_interest dbpedia:Rule_of_72 dbpedia:Net_present_value dbpedia:Arbitrage_pricing_theory dbpedia:Capital_asset_pricing_model dbpedia:Binomial_options_pricing_model dbpedia:Enterprise_value dbpedia:Equity_value dbpedia:Perpetuity dbpedia:Operating_Alpha dbpedia:Quality_investing dbpedia:Weighted_average_cost_of_capital dbpedia:Alternative_beta dbpedia:Analytics dbpedia:Bank_condition dbpedia:Bond_equivalent_yield dbpedia:Chen_model dbpedia:Consumption-based_capital_asset_pricing_model dbpedia:Continuous-repayment_mortgage dbpedia:Delta_neutral dbpedia:Discounted_maximum_loss dbpedia:Fisher_equation dbpedia:Flows_to_equity dbpedia:Forward_measure dbpedia:Forward_volatility dbpedia:Intertemporal_CAPM dbpedia:Johansen_test dbpedia:McClellan_Oscillator dbpedia:Modified_Dietz_Method dbpedia:Annual_percentage_rate dbpedia:Volatility_(finance) dbpedia:Alpha_(investment) dbpedia:Arrow-Debreu_model dbpedia:Black–Scholes dbpedia:VIX dbpedia:Crank–Nicolson_method dbpedia:The_Dogs_of_the_Dow dbpedia:Future_value dbpedia:Internal_rate_of_return dbpedia:LIBOR_market_model dbpedia:Volatility_smile dbpedia:Adjusted_current_yield dbpedia:Beta_decay_(finance) dbpedia:Black-Derman-Toy_model dbpedia:Cash_accumulation_equation dbpedia:Correlation_swap dbpedia:Current_yield dbpedia:Ho-Lee_model dbpedia:Inverse_demand_function dbpedia:Jensen's_alpha dbpedia:Kurtosis_risk dbpedia:Merton's_portfolio_problem dbpedia:Monte_Carlo_methods_in_finance dbpedia:Modern_portfolio_theory dbpedia:Discount_rate dbpedia:Moving_average dbpedia:No-arbitrage_bounds dbpedia:Point_(mortgage) dbpedia:Exotic_option dbpedia:Mathematical_finance dbpedia:Heath-Jarrow-Morton_framework dbpedia:Implied_volatility dbpedia:Stochastic_calculus dbpedia:Black-Litterman_model dbpedia:Black_model dbpedia:Put–call_parity dbpedia:Quantitative_investing dbpedia:Bootstrapping_(finance) dbpedia:Cox–Ingersoll–Ross_model dbpedia:Finite_difference_methods_for_option_pricing dbpedia:George_S._Oldfield dbpedia:Heston_model dbpedia:Hull-White_model dbpedia:Implied_repo_rate dbpedia:Magic_Formula_Investing dbpedia:Malliavin_calculus dbpedia:Markov_switching_multifractal dbpedia:Martingale_pricing dbpedia:Monte_Carlo_methods_for_option_pricing dbpedia:Adjusted_present_value dbpedia:Annuity dbpedia:Present_value dbpedia:Beta_(finance) dbpedia:Cointegration dbpedia:Value_investing dbpedia:Value_at_risk dbpedia:Interest_rate dbpedia:Econophysics dbpedia:Accumulation_function dbpedia:Expected_shortfall dbpedia:Black_swan_theory dbpedia:Cash_on_cash_return dbpedia:Computational_finance dbpedia:Credit_card_interest dbpedia:Earnings_response_coefficient dbpedia:Fundamental_theorem_of_arbitrage-free_pricing dbpedia:Holding_period_return dbpedia:Late_fee dbpedia:Modified_Internal_Rate_of_Return dbpedia:Optimal_stopping dbpedia:Range_accrual dbpedia:Robert_A._Jarrow dbpedia:Short_rate dbpedia:Simple_moving_average_crossover dbpedia:Tail_value_at_risk dbpedia:Undervalued_stock dbpedia:Valuation_of_options dbpedia:Variance_swap dbpedia:Viscosity_solution dbpedia:Risk_measure dbpedia:SABR_Volatility_Model dbpedia:Short_rate_model dbpedia:Statistical_finance dbpedia:Vasicek_model dbpedia:VWAP dbpedia:Weighted_average_return_on_assets dbpedia:William_Shaw_(mathematician) dbpedia:Risk-neutral_measure dbpedia:Roll's_critique dbpedia:Skewness_risk dbpedia:Variance_risk_premium dbpedia:Post-modern_portfolio_theory dbpedia:Quantitative_behavioral_finance dbpedia:Rational_pricing dbpedia:Risk_theory dbpedia:Separation_property_(Finance) dbpedia:Stochastic_volatility dbpedia:Spectral_risk_measure dbpedia:Treynor-Black_model