Category
page 1Financial models
capital asset pricing model
model
Black–Scholes model
mathematical model of a financial market with options
arbitrage pricing theory
multi-factor asset pricing model that relates macroeconomic risk variables to the pricing of financial assets
Arrow–Debreu model
economic model of a market, suggesting that under certain economic assumptions there exist prices such that aggregate supplies equal aggregate demands for every commodity
Dividend discount model
method of valuing a company's stock price
Binomial options pricing model
numerical method for the valuation of financial options
Black model
Financial model
Fama–French three-factor model
statistical model for asset pricing in finance incorporating risk, price and company size
Cox–Ingersoll–Ross model
stochastic model for the evolution of financial interest rates
financial modeling
task of building an abstract representation of a real world financial situation
Vasicek model
mathematical model of interest rates
asset pricing
theory of how equities and debt instruments are valued
model risk
the potential loss an institution may incur, as a consequence of decisions that could be principally based on the output of internal models, due to errors in the development, implementation or use of such models
adjusted present value
variation of the net present value
consumption-based capital asset pricing model
return on investment metrics
Black–Litterman model
Financial model for portfolio allocation
Black–Scholes equation
stochastic partial differential equation governing the price evolution of European options under the Black–Scholes model
bootstrapping
term within finance
Chen model
economics model
LIBOR market model
Financial model of interest rates
Hull–White model
model of future interest rates