Encyclopedia of Quantitative Finance

Encyclopedia of Quantitative Finance

Online ISBN: 9780470061602

DOI: 10.1002/9780470061602

Editor(s): Rama Cont

Browse by Topic

  1. Actuarial Methods
  2. Arbitrage Theory
  3. Asset Allocation & Portfolio Optimization
  4. Asset Pricing Models
  5. Credit Derivatives
    1. ABS Indices
    2. Base Correlation
    3. Basket Default Swaps
    4. CDO Square
    5. CDO Tranches: Impact on Economic Capital
    6. Collateralized Debt Obligation (CDO) Options
    7. Collateralized Debt Obligations (CDO)
    8. Constant Maturity Credit Default Swap
    9. Convertible Bonds
    10. Credit Default Swap (CDS) Indices
    11. Credit Default Swap Index Options
    12. Credit Default Swaps
    13. Credit Default Swaption
    14. Credit Portfolio Insurance
    15. Default Barrier Models
    16. Default Time Copulas
    17. Duffie–Singleton Model
    18. Equity–Credit Problem
    19. Forward-Starting CDO Tranche
    20. Gaussian Copula Model
    21. Hazard Rate
    22. Intensity Gamma Model
    23. Intensity-Based Credit Risk Models
    24. Jarrow–Lando–Turnbull Model
    25. Leveraged Super-Senior Tranche
    26. Local Correlation Model
    27. Managed CDO
    28. Modeling Correlation of Structured Instruments in A Portfolio Setting
    29. Multiname Reduced Form Models
    30. Nested Simulation
    31. Random Factor Loading Model (for Portfolio Credit)
    32. Recovery Swap
    33. Special-Purpose Vehicle (SPV)
    34. Structured Finance Rating Methodologies
    35. Total Return Swap
  6. Credit Risk
  7. Energy & Commodity Derivatives
  8. Equity Derivatives: Pricing Models
  9. Equity Derivatives: Products & Strategies
  10. Financial Econometrics
  11. Foreign Exchange Derivatives
  12. History of Quantitative Modeling in Finance
  13. Interest Rate Derivatives
  14. Market Microstructure
  15. Mathematical Tools
  16. Option Pricing: Fundamentals
  17. PDEs and Computational Methods
  18. Risk Management
  19. Simulation Methods in Financial Engineering

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