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- {{Short description|Financial model}} ...with defining the concepts of financial [[assets]] and [[financial markets|markets]], [[Portfolio (finance)|portfolios]], [[gain (accounting)|gain]]s and [[we ...18 KB (3,124 words) - 20:04, 28 December 2024
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- ...rnational Securities Identification Number|ISIN]] to uniquely identify the financial product, the type (buy/ sell), the amount, a currency, and the volume (<mat ...transparency'', for which it is essential to know who is requesting which financial product.<ref>{{cite web |last1=Bollenbacher |first1=George |title=Through a ...3 KB (433 words) - 22:41, 2 December 2023
- ...eta]] that measures a stock's association with the overall stock market ([[Financial risk|risk]]) only on days when the market’s return is negative. Downside be ...sciencedirect.com/science/article/pii/S0304405X14001378|journal=Journal of Financial Economics|language=en|volume=114|issue=2|pages=197–225|doi=10.1016/j.jfinec ...3 KB (484 words) - 19:38, 17 June 2024
- ...the [[leverage effect]]. The model is widely used by practitioners in the financial industry, especially for modelling [[equities]] and [[commodities]]. It was ...the Constant Elasticity of Variance Call Option Pricing Model." Journal of Financial and Quantitative Analysis, 4 : 533–553</ref><ref>Geman, H, and Shih, YF. 20 ...4 KB (552 words) - 01:39, 31 May 2024
- ...al Transaction Costs in Finite Discrete Time}}</ref><ref>{{cite book|title=Markets with Transaction Costs: Mathematical Theory|url=https://archive.org/details The CPP plays the role of an [[equivalent martingale measure]] in markets with [[transaction costs]].<ref>{{cite journal|title=No arbitrage and closu ...2 KB (312 words) - 20:30, 28 July 2023
- ...k Returns |url=https://fej.ctb.iau.ir/article_525528.html?lang=en |journal=Financial Engineering and Portfolio Management |pages=137–152 |date=22 September 2016 ...Analysts' Forecasts in the Momentum Effect|journal=International Review of Financial Analysis|volume=48|pages=67–84|date=2016|doi=10.1016/j.irfa.2016.09.007|url ...5 KB (745 words) - 07:41, 17 December 2024
- ...tagion and interconnection.<ref>Elliott, M., Golub, B. and Jackson 2013. M Financial Networks and Contagion https://ssrn.com/abstract=2175056 http://www.its.cal ...is possible to construct the dependency matrix to simulate cascades in the financial network. ...6 KB (1,058 words) - 10:03, 21 February 2024
- {{Short description|Technical indicator used in the analysis of financial markets}} ...''TSI''') is a [[technical indicator]] used in the analysis of [[financial markets]] that attempts to show both trend direction and overbought/oversold condit ...4 KB (610 words) - 10:39, 5 January 2025
- A '''stock correlation network''' is a type of [[financial network]] based on stock price correlation used for observing, analyzing an In the last decade, financial networks have attracted more attention from the research community. A stud ...6 KB (875 words) - 10:12, 8 February 2024
- {{Short description|Financial model}} ...with defining the concepts of financial [[assets]] and [[financial markets|markets]], [[Portfolio (finance)|portfolios]], [[gain (accounting)|gain]]s and [[we ...18 KB (3,124 words) - 20:04, 28 December 2024
- [[Category:Financial markets]] ...1 KB (217 words) - 21:30, 18 January 2022
- ...[Market (economics)|financial market]]. This is of particular interest to markets with [[transaction costs]]. Specifically, it is the [[convex cone]] of por ...itle = Duality for Set-Valued Measures of Risk | journal = SIAM Journal on Financial Mathematics | volume = 1 | issue = 1 | pages = 66–95 | year = 2010 | citese ...4 KB (670 words) - 15:35, 1 February 2025
- {{Financial markets}} ...2 KB (282 words) - 22:01, 23 July 2024
- ...ng price''' is a [[coherent risk measure]]. The superhedging price of a [[financial portfolio|portfolio]] (A) is equivalent to the smallest amount necessary to ...nds]], an example of [[good-deal bounds]].<ref name="FE">{{cite book|title=Financial Engineering|author=John R. Birge|year=2008|publisher=Elsevier|pages=521–524 ...3 KB (542 words) - 17:29, 22 February 2022
- {{Short description|Financial agreement}} ...ame time, unlike quanto futures, while also not requiring exchange to have financial license due to accounting not being done in any fiduciary currency.<ref>{{C ...8 KB (1,185 words) - 21:35, 7 February 2025
- {{About| a financial mathematical concept|other frontiers described as efficient|Production poss ...st possible [[expected value|expected]] level of return for its level of [[financial risk|risk]] (which is represented by the standard deviation of the portfoli ...6 KB (814 words) - 09:15, 5 February 2025
- ...title = Risk and Valuation of Collateralized Debt Obligations | journal = Financial Analysts Journal | volume = 57 | pages = 41–59 | doi=10.2469/faj.v57.n1.241 | journal = Journal of Financial Econometrics ...3 KB (443 words) - 01:56, 17 September 2024
- {{Financial markets}} ...2 KB (271 words) - 22:03, 23 July 2024
- The theorem is of particular interest for [[financial mathematics]], where the interpretation is: <math>V</math> is the wealth pr ...n of supermartingales and hedging contingent claims in incomplete security markets|journal=Probability Theory and Related Fields|volume=105|pages=459–479|date ...3 KB (494 words) - 10:38, 12 August 2023
- ...es”, which are used by investors to price debt securities traded in public markets, and by lenders to set interest rates on many other types of debt, includin ...actly the same.<ref>{{cite book |last1=Fabozzi |first1=Frank J |title=Bond Markets, Analysis and Strategies |year=1996 |publisher=Prentice-Hall, Inc. |locatio ...4 KB (662 words) - 18:32, 3 August 2023
- {{about|the implied volatility index in financial markets|the Marvel Comics storyline|Inhumans vs. X-Men}} ...lied Volatility Index measure was introduced for 30 day term for US equity markets ...6 KB (886 words) - 11:41, 21 November 2024