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numerical methods

finite difference methods

ong factor, crank-nicolson, explicit method

two-factor, explicit, implicit

binomial model

low dimensions

monte carlo simulations

high dimensions

speculation

hedging

discrete hedging

pocket liquidity

delta hedging

static hedging

binomial market

complete market, delta

no delta hedging

incomplete market, energy derivatives

interest rates

stochastic interest rates

short rate

long rate

bonds

fixed income products, formed rates, implied

dividends

dividend yields

stochastic dividends

constant absolute dividends

credit risk

positive recovery

stochastic risk of default

credit derivatives

poisson process

crash metrics, credit metrics, VAR

volatility

implied volatility

volatility smiles & surfaces

stochastic volatility

risk framework

risk metrics

conveinence yield

known income

cost of carry

value at risk

utility

asset allocation in continuous time

certainty equivalent wealth

bellman equations

risk aversion

products

fixed income

options

bonds

futures

spot

equities

commodities

derivatives

market principals

random walk

dump diffusion, poisson process, crash modeling

fat tails, levy process

Arouse in the other person an eager want.

no arbitrage

efficient market, markov processes, martingales