About: Mathematical finance

Property	Value
dbo:description	branca della matematica (it) 應用數學領域，涉及金融市場的數學建模 (zh) sovelletun matematiikan tutkimusalue, joka tutkii rahoitusmarkkinoita (fi) Disziplin der angewandten Mathematik (de) discipline des mathématiques appliquées (fr) disciplína aplikované matematiky (cs) dział matematyki stosowanej opisujący bogactwa (pl) rama de las matemáticas que estudia las operaciones financieras (es) field of applied mathematics, concerned with mathematical modeling of financial markets (en) aplicació de mètodes matemàtics i estadístics en finances (ca) área da matemática aplicada, a probabilidade (pt) ענף מתמטי (iw) ứng dụng toán học trong ngành tài chính (vi)
dbo:wikiPageExternalLink	https://web.archive.org/web/20170101051554/http:/www.paristechreview.com/2013/09/06/future-financial-mathematics/ http://ssrn.com/abstract=1717163
dbo:wikiPageWikiLink	dbr:Lévy_process dbr:Blackboard_bold dbr:Martingale_(probability_theory) dbr:Stochastic_calculus dbr:Market_trend dbr:Technical_analysis dbr:Arbitrage dbr:Harry_Markowitz dbr:Partial_differential_equation dbr:William_F._Sharpe dbr:Calculus dbr:Mathematical_optimization dbr:ParisTech dbr:Itô_calculus dbr:Gaussian_quadrature dbr:Moneyness dbr:Investment_management dbr:Applied_mathematics dbr:Machine_learning dbr:Principal_component_analysis dbr:Nobel_Memorial_Prize_in_Economic_Sciences dbr:Stochastic_volatility dbr:Asset_swap dbr:Nonlinear_programming dbr:Black_model dbr:Quantile_function dbr:Finite_difference dbc:Applied_statistics dbr:Differential_equation dbr:Logarithm dbr:Numerical_analysis dbr:Real_analysis dbr:Risk_management dbr:Supply_and_demand dbr:The_Wall_Street_Journal dbr:Index_of_accounting_articles dbr:Stochastic_volatility_jump dbr:Econophysics dbr:Myron_Scholes dbr:Lucas_critique dbr:Power_law dbr:Expected_value dbr:Linear_programming dbr:Optimal_stopping dbr:Probability_distribution dbr:Currency_swap dbr:Mathematical_model dbr:Convertible_bond dbr:Risk-neutral_measure dbr:Wiener_process dbr:Swaption dbr:Fundamental_theorem_of_asset_pricing dbr:Statistical_finance dbr:Market_liquidity dbr:Nassim_Nicholas_Taleb dbr:Benoit_Mandelbrot dbr:Edward_O._Thorp dbr:Itô's_lemma dbr:Intrinsic_value_(finance) dbr:Master_of_Quantitative_Finance dbr:Heat_equation dbr:Fixed-income_attribution dbr:Martingale_representation_theorem dbr:Credit_default_swap dbr:Black–Scholes_model dbr:Feynman–Kac_formula dbr:Greeks_(finance) dbr:Vasicek_model dbr:Short-rate_model dbr:Brownian_model_of_financial_markets dbr:Probability dbr:Louis_Bachelier dbr:Monte_Carlo_method dbr:Student's_t-distribution dbr:Brownian_motion dbr:Fourier_transform dbr:Stochastic_process dbr:Variance dbr:Emanuel_Derman dbr:Self-fulfilling_prophecy dbr:Fischer_Black dbr:Value_at_risk dbr:Credit_valuation_adjustment dbr:Forward_rate dbr:Ho–Lee_model dbr:Markov_switching_multifractal dbr:Hull–White_model dbc:Mathematical_finance dbr:Binomial_distribution dbr:Heath–Jarrow–Morton_framework dbr:List_of_economists dbr:Local_volatility dbr:Option_(finance) dbr:Time_series dbr:Bootstrapping_(finance) dbr:Financial_market dbr:Interest_rate_cap_and_floor dbr:Interest_rate_derivative dbr:Interest_rate_swap dbr:Yield_curve dbr:Nicole_El_Karoui dbr:Black–Scholes dbr:Economic_models dbr:Edgeworth_binomial_tree dbr:Quantitative_analysis_(finance) dbr:Standard_deviation dbr:Econometrics dbr:Merton_Miller dbr:Fundamental_analysis dbr:Stable_distribution dbr:Card_counting dbr:Asset_pricing dbr:Derivative_(finance) dbr:Outline_of_finance dbr:Charles_Dow dbr:Blackjack dbr:Asymptotic_analysis dbr:Volatility_(finance) dbr:Institute_for_New_Economic_Thinking dbr:International_Swaps_and_Derivatives_Association dbr:Implied_volatility dbr:The_Journal_of_Finance dbr:Monte_Carlo_methods_for_option_pricing dbr:Monte_Carlo_methods_in_finance dbr:Scenario_optimization dbr:Financial_economics dbr:Autoregressive_conditional_heteroskedasticity dbr:Futures_contract dbr:Bond_option dbr:Volatility_smile dbr:Geometric_Brownian_motion dbr:Binomial_options_pricing_model dbr:Swap_(finance) dbr:Ergodic_theory dbr:Financial_Modelers'_Manifesto dbr:Financial_engineering dbr:Financial_modeling dbr:Finite_difference_methods_for_option_pricing dbr:Option_time_value dbr:Vanna–Volga_pricing dbr:Variance_swap dbr:Valuation_of_options dbr:Dow_Jones_&_Company dbr:Random_walk dbr:Rational_expectations dbr:Rational_pricing dbr:Forward_price dbr:Quadratic_programming dbr:Robert_C._Merton dbr:Survival_analysis dbr:Crank–Nicolson_method dbr:Exotic_option dbr:Langevin_equation dbr:Stochastic_differential_equation dbr:Girsanov_theorem dbr:Log-normal_distribution dbr:Economic_model dbr:Johnson's_SU-distribution dbr:Trinomial_tree dbr:Stochastic_optimization dbr:Put–call_parity dbr:LIBOR_market_model dbr:Black's_approximation dbr:Black–Derman–Toy_model dbr:Black–Karasinski_model dbr:Paul_Wilmott dbr:Gaussian_distribution dbr:Cox–Ingersoll–Ross_model dbr:Attilio_Meucci dbr:Constant_elasticity_of_variance_model dbr:Lattice_model_(finance) dbr:Chen_model dbr:Heston_model dbr:Margrabe's_formula dbr:Quantitative_behavioral_finance dbr:Quantum_finance dbr:Rendleman–Bartter_model dbr:Physics_of_financial_markets dbr:Radon–Nikodym_derivative dbr:SABR_volatility_model dbr:Outline_of_economics dbr:XVA dbr:Computational_finance dbr:Kalotay–Williams–Fabozzi_model dbr:Copula_(probability_theory) dbr:Numerical_partial_differential_equations dbr:The_Black_Swan_(Taleb_book) dbr:Monte_Carlo_option_model dbr:Global_Association_of_Risk_Professionals dbr:Causal_analysis dbr:Brownian_Model_of_Financial_Markets dbr:Quantitative_investing dbr:Option_pricing dbr:Stochastic_asset_model dbr:Quantitative_analyst dbr:Financial_crisis_of_2007–2010 dbr:Bank_runs dbr:Barone-Adesi_and_Whaley dbr:Multi-curve_framework dbr:Nelson-Siegel dbr:Fundamental_theorem_of_arbitrage-free_pricing dbr:Garman-Kohlhagen_model dbr:Dow_Theory dbr:Roll-Geske-Whaley dbr:Bjerksund_and_Stensland dbr:Harold_Markowitz dbr:Longstaff–Schwartz_model dbr:Implied_binomial_tree dbr:Implied_trinomial_tree
dbp:wikiPageUsesTemplate	dbt:Authority_control dbt:Areas_of_mathematics dbt:Main dbt:Reflist dbt:See_also dbt:EquationNote dbt:EquationRef dbt:Further dbt:Finance_sidebar dbt:Div_col dbt:Div_col_end dbt:Financial_risk dbt:Citation_needed dbt:Finance dbt:Economics dbt:Section_link dbt:Col_div_end dbt:More dbt:NumBlk dbt:See dbt:Seealso dbt:Slink dbt:Short_description
dct:isPartOf	http://zbw.eu/stw/mapping/dbpedia/target
dct:subject	dbc:Applied_statistics dbc:Mathematical_finance
gold:hypernym	dbr:Field
rdf:type	owl:Thing owl:Thing
rdfs:label	Mathematical finance (en) رياضيات مالية (ar) Matemàtica financera (ca) Finanční matematika (cs) Matemática financiera (es) Finantza-matematika (eu) Finanzmathematik (de) Matematica finanziaria (it) Matematika keuangan (in) 数理ファイナンス (ja) Mathématiques financières (fr) 수리금융학 (ko) Financiële wiskunde (nl) Matematyka finansowa (pl) Matemática financeira (pt) Finansiell matematik (sv) Фінансова математика (uk) Финансовая математика (ru) 數理金融學 (zh)
rdfs:seeAlso	dbr:Financial_models_with_long-tailed_distributions dbr:Volatility_clustering dbr:Outline_of_finance
owl:sameAs	yago-res:Mathematical finance freebase:Mathematical finance http://d-nb.info/gnd/4017195-4 wikidata:Mathematical finance dbpedia-it:Mathematical finance dbpedia-nl:Mathematical finance dbpedia-de:Mathematical finance dbpedia-fr:Mathematical finance dbpedia-zh:Mathematical finance dbpedia-ja:Mathematical finance dbpedia-pt:Mathematical finance dbpedia-he:Mathematical finance dbpedia-es:Mathematical finance dbpedia-fa:Mathematical finance dbpedia-ru:Mathematical finance dbpedia-sv:Mathematical finance dbpedia-vi:Mathematical finance dbpedia-pl:Mathematical finance dbpedia-ko:Mathematical finance dbpedia-id:Mathematical finance dbpedia-ca:Mathematical finance dbpedia-af:Mathematical finance dbpedia-ar:Mathematical finance dbpedia-az:Mathematical finance dbpedia-bg:Mathematical finance dbpedia-bs:Mathematical finance dbpedia-cs:Mathematical finance dbpedia-eu:Mathematical finance dbpedia-fi:Mathematical finance dbpedia-hi:Mathematical finance dbpedia-hr:Mathematical finance dbpedia-io:Mathematical finance dbpedia-lt:Mathematical finance dbpedia-ms:Mathematical finance dbpedia-sr:Mathematical finance dbpedia-th:Mathematical finance dbpedia-uk:Mathematical finance dbpedia-ur:Mathematical finance dbpedia-global:Mathematical finance dbr:Mathematical finance
skos:exactMatch	http://zbw.eu/stw/descriptor/12207-4
prov:wasDerivedFrom	wikipedia-en:Mathematical_finance?oldid=1291288786&ns=0
foaf:isPrimaryTopicOf	wikipedia-en:Mathematical_finance
is dbo:academicDiscipline of	dbr:Salih_Neftçi dbr:Mark_H._A._Davis dbr:Peng_Shige dbr:Fischer_Black dbr:Darrell_Duffie dbr:John_C._Hull_(economist) dbr:Robert_M._Anderson_(mathematician)__Robert_M._Anderson__1 dbr:Hélyette_Geman dbr:Lane_P._Hughston dbr:Mihail_Zervos dbr:Rama_Cont dbr:Dorje_C._Brody dbr:Simon_Spitzer dbr:Lisa_Goldberg dbr:Robert_Fernholz
is dbo:field of	dbr:Sanford_J._Grossman dbr:Fabio_Mercurio dbr:Rajnish_Mehra
is dbo:industry of	dbr:Alameda_Research
is dbo:knownFor of	dbr:Mark_H._A._Davis dbr:Peng_Shige dbr:Louis_Bachelier dbr:Nicole_El_Karoui dbr:Riaz_Ahsan
is dbo:product of	dbr:GSA_Capital dbr:Qube_Research_&_Technologies dbr:The_Voleon_Group dbr:Schonfeld_Strategic_Advisors dbr:ExodusPoint_Capital_Management dbr:TGS_Management dbr:Jain_Global dbr:Systematica_Investments dbr:Voloridge_Investment_Management dbr:Engineers_Gate dbr:Minghong_Investment dbr:Yanfu_Investments dbr:Lingjun_Investment dbr:Ubiquant
is dbo:service of	dbr:WorldQuant
is dbo:wikiPageRedirects of	dbr:Mathematical_Finance dbr:Mathematical_Finance dbr:Financial_mathematics dbr:Financial_mathematics dbr:Quantitative_trading dbr:Quantitative_trading dbr:Quantitative_finance dbr:Quantitative_finance dbr:Financial_Mathematics dbr:Financial_Mathematics dbr:Mathematics_of_finance dbr:Financial_math dbr:Derivative_pricing dbr:Criticism_of_mathematical_finance dbr:Quantitative_financial
is dbo:wikiPageWikiLink of	dbr:Bankruptcy_of_FTX dbr:Normal-inverse_Gaussian_distribution dbr:George_C._Papanicolaou dbr:Thomas_G._Kurtz dbr:Sam_Trabucco dbr:Stochastic_calculus dbr:Salih_Neftçi dbr:Technical_analysis dbr:Courant_Institute_of_Mathematical_Sciences dbr:Itô_calculus dbr:Logarithmic_derivative dbr:Real_options_valuation dbr:Regularization_(mathematics) dbr:Peter_Bossaerts dbr:Applied_mathematics dbr:Stochastic_volatility dbr:Chartered_Financial_Analyst dbr:Optional_stopping_theorem dbr:Mark_H._A._Davis dbr:Nu_(letter) dbr:Bayes_Business_School dbr:Parallel_computing dbr:Stochastic_volatility_jump dbr:Stephen_Taylor_(economist) dbr:Josef_Teichmann dbr:Leonard_Jimmie_Savage dbr:Kiyosi_Itô dbr:Optimal_stopping dbr:Mathematical_model dbr:Mathematical_economics dbr:TUM_School_of_Computation,_Information_and_Technology dbr:Risk-neutral_measure dbr:Wiener_process dbr:Fugit dbr:Fundamental_theorem_of_asset_pricing dbr:Halil_Mete_Soner dbr:Magnetar_Capital dbr:Malliavin_calculus dbr:Statistical_finance dbr:Value_investing dbr:Black_swan_theory dbr:Nassim_Nicholas_Taleb dbr:Hans_Föllmer dbr:Itô's_lemma dbr:Particle_filter dbr:Petr_Šnapka dbr:Master_of_Finance dbr:Master_of_Financial_Economics dbr:Master_of_Quantitative_Finance dbr:ArXiv dbr:Science dbr:Ornstein–Uhlenbeck_process dbr:Fabio_Mercurio dbr:Indian_Institute_of_Science_Education_and_Research,_Thiruvananthapuram dbr:Information-based_complexity dbr:Peng_Shige dbr:Black–Scholes_model dbr:Greeks_(finance) dbr:Vasicek_model dbr:CEREMADE dbr:Damiano_Brigo dbr:Very_Short_Introductions dbr:Brownian_model_of_financial_markets dbr:Georgia_Institute_of_Technology_College_of_Sciences dbr:Greek_letters_used_in_mathematics,_science,_and_engineering dbr:Property_investment_calculator dbr:Raphael_Douady dbr:Black–Scholes_equation dbr:History_of_probability dbr:Louis_Bachelier dbr:Stochastic_matrix dbr:Emanuel_Derman dbr:Invesco dbr:Fischer_Black dbr:Doob_decomposition_theorem dbr:African_Institute_for_Mathematical_Sciences dbr:Monique_Jeanblanc dbr:Actuarial_credentialing_and_exams dbr:Mark_S._Joshi dbr:Mark_Spitznagel dbr:Darrell_Duffie dbr:Xi_(letter) dbr:Volker_Oppitz_(scientist) dbr:David_H._Bailey_(mathematician) dbr:Probability_measure dbr:Economist dbr:Local_volatility dbr:Time_series dbr:Financial_market dbr:Interest_rate_derivative dbr:Nicole_El_Karoui dbr:Quantitative_analysis_(finance) dbr:Algorithmic_trading dbr:High-frequency_trading dbr:Glossary_of_areas_of_mathematics dbr:Asset_pricing dbr:Jennifer_Carpenter_(academic) dbr:List_of_Japanese_inventions_and_discoveries dbr:Paul_Malliavin dbr:Shandong_University dbr:International_Association_for_Quantitative_Finance dbr:John_C._Hull_(economist) dbr:Marc_Yor dbr:Stochastic_discount_factor dbr:Anders_Martin-Löf dbr:Monte_Carlo_methods_for_option_pricing dbr:Monte_Carlo_methods_in_finance dbr:Robert_J._Elliott dbr:Department_of_Mathematics,_University_of_Manchester dbr:Charles_Fefferman dbr:Financial_economics dbr:Autoregressive_conditional_heteroskedasticity dbr:John_von_Neumann_Theory_Prize dbr:Fokker–Planck_equation dbr:Geometric_Brownian_motion dbr:Binomial_options_pricing_model dbr:Robert_M._Anderson_(mathematician) dbr:Robert_V._Kohn dbr:Italo_Insolera dbr:Risk_of_ruin dbr:Adaptive_market_hypothesis dbr:Financial_Modelers'_Manifesto dbr:Financial_engineering dbr:Financial_risk_modeling dbr:Finite_difference_methods_for_option_pricing dbr:Rocket_science_(finance) dbr:Multivariate_t-distribution dbr:Order_of_approximation dbr:Rational_pricing dbr:Mathematical_Finance dbr:Financial_mathematics dbr:Finance dbr:University_of_Paris dbr:J._Laurie_Snell dbr:Stochastic_differential_equation dbr:NewLISP dbr:Jerome_Goldstein dbr:Jie-zhong_Zou dbr:Jim_Gatheral dbr:Joseph_F._Traub dbr:List_of_quantitative_analysts dbr:Riaz_Ahsan dbr:Snell_envelope dbr:Filtration_(mathematics) dbr:Spoofing_(finance) dbr:Karel_Janeček dbr:Bernt_Øksendal dbr:Black–Derman–Toy_model dbr:Blair_Hull dbr:Paul_Wilmott dbr:There_ain't_no_such_thing_as_a_free_lunch dbr:Cox–Ingersoll–Ross_model dbr:Constant_elasticity_of_variance_model dbr:Convexity_(finance) dbr:Lane_P._Hughston dbr:Wilmott_(magazine) dbr:List_of_fellows_of_the_Fields_Institute dbr:Begoña_Fernández_(mathematician) dbr:Elliptical_distribution dbr:Millennium_Management,_LLC dbr:Ewan_Kirk dbr:Cheyette_model dbr:Svetlozar_Rachev dbr:Geneviève_Gauthier dbr:Richard_H._Stockbridge dbr:Quantitative_trading dbr:Margrabe's_formula dbr:QuantLib dbr:Quantitative_fund dbr:Quasi-Monte_Carlo_method dbr:Michael_Shackleford dbr:Michael_Szenberg dbr:Rendleman–Bartter_model dbr:Replicating_portfolio dbr:Multiple_factor_models dbr:Physics_of_financial_markets dbr:PDE-constrained_optimization dbr:Patrick_Boyle_(financier) dbr:SABR_volatility_model dbr:Seven_states_of_randomness dbr:Outline_of_actuarial_science dbr:XVA dbr:Computational_finance dbr:Quantitative_finance dbr:Volatility_risk_premium dbr:Michael_Li dbr:Agnès_Sulem dbr:Negative_probability dbr:Rama_Cont dbr:Damir_Filipović dbr:WorldQuant dbr:Ergodicity_economics dbr:Erhan_Çinlar dbr:Lee_Kong_Chian_School_of_Business dbr:Earning_to_give dbr:Simon_Spitzer dbr:Intertemporal_CAPM dbr:Erhard_Fernholz dbr:Lisa_Goldberg dbr:Alison_Etheridge dbr:Volatility_tax dbr:Bettye_Anne_Case dbr:Serena_Dipierro dbr:Yuliya_Mishura dbr:Thaleia_Zariphopoulou dbr:Isabelle_Bajeux-Besnainou dbr:Francesca_Biagini dbr:Hawkes_process dbr:Prophet_inequality dbr:Financial_Mathematics dbr:Mathematics_of_finance dbr:Financial_math dbr:Derivative_pricing dbr:Criticism_of_mathematical_finance dbr:Quantitative_financial
is dbp:field of	dbr:Sanford_J._Grossman dbr:Fabio_Mercurio dbr:Fischer_Black dbr:Rajnish_Mehra dbr:John_C._Hull_(economist) dbr:Robert_M._Anderson_(mathematician) dbr:Lisa_Goldberg dbr:Robert_Fernholz
is dbp:fields of	dbr:Salih_Neftçi dbr:Darrell_Duffie dbr:Hélyette_Geman dbr:Lane_P._Hughston dbr:Mihail_Zervos dbr:Dorje_C._Brody
is dbp:industry of	dbr:Alameda_Research
is dbp:mainInterests of	dbr:John_Rickard_(economist) dbr:Damir_Filipović
is dbp:products of	dbr:GSA_Capital dbr:Qube_Research_&_Technologies dbr:The_Voleon_Group dbr:Schonfeld_Strategic_Advisors dbr:ExodusPoint_Capital_Management dbr:TGS_Management dbr:Jain_Global dbr:Systematica_Investments dbr:Voloridge_Investment_Management dbr:Engineers_Gate dbr:Minghong_Investment dbr:Yanfu_Investments dbr:Lingjun_Investment dbr:Ubiquant
is dbp:subDiscipline of	dbr:Damir_Filipović
is rdfs:seeAlso of	dbr:Option_(finance) dbr:Financial_engineering dbr:Financial_risk_modeling dbr:Valuation_of_options dbr:Unreasonable_ineffectiveness_of_mathematics
is foaf:primaryTopic of	wikipedia-en:Mathematical_finance