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
  6. Credit Risk
  7. Energy & Commodity Derivatives
  8. Equity Derivatives: Pricing Models
    1. Barndorff-Nielsen and Shephard (BNS) Models
    2. Bates Model
    3. Constant Elasticity of Variance (CEV) Diffusion Model
    4. Dividend Modeling
    5. Dupire Equation
    6. Exponential Lévy Models
    7. Generalized Hyperbolic Models
    8. Heston Model
    9. Hull–White Stochastic Volatility Model
    10. Implied Volatility in Stochastic Volatility Models
    11. Implied Volatility Surface
    12. Implied Volatility: Large Strike Asymptotics
    13. Implied Volatility: Long Maturity Behavior
    14. Implied Volatility: Market Models
    15. Implied Volatility: Volvol Expansion
    16. Jump-Diffusion Models
    17. Kou Model
    18. Local Volatility Model
    19. Lognormal Mixture Diffusion Model
    20. Model Calibration
    21. Moment Explosions
    22. Normal Inverse Gaussian Model
    23. Regime-Switching Models
    24. SABR Model
    25. Tempered Stable Process
    26. Time-Changed Lévy Process
    27. Uncertain Volatility Model
    28. Variance-Gamma Model
  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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