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Financial models with long-tailed distributions and volatility clustering
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This category has the following 4 subcategories, out of 4 total.
127:
The following 89 pages are in this category, out of 89 total.
387:Fuzzy pay-off method for real option valuation
321:Datar–Mathews method for real option valuation
304:Consumption-based capital asset pricing model
8:
406:Goldman Sachs asset management factor model
129:This list may not reflect recent changes
284:Chan–Karolyi–Longstaff–Sanders process
299:Constant elasticity of variance model
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713:Transactional Asset Pricing Approach
124:Pages in category "Financial models"
250:Brownian model of financial markets
372:Financial Modelers' Manifesto
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501:Kalotay–Williams–Fabozzi model
362:Fama–French three-factor model
191:Binomial options pricing model
88:Monte Carlo methods in finance
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423:Heath–Jarrow–Morton framework
68:Heath–Jarrow–Morton framework
647:Alfred Rappaport (economist)
162:Arrow–Debreu exchange market
691:Stochastic investment model
269:Capital asset pricing model
244:Brace-Gatarek-Musiela model
147:Affine term structure model
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696:Stochastic volatility jump
233:Black's approximation
16:The main article for this
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657:Return on modeling effort
274:Carhart four-factor model
537:Longstaff–Schwartz model
514:Korn–Kreer–Lenssen model
309:Cox–Ingersoll–Ross model
152:Arbitrage pricing theory
752:Wilkie investment model
652:Rendleman–Bartter model
550:Margrabe's formula
526:Lattice model (finance)
476:Jamshidian's trick
367:Fama–MacBeth regression
344:Edgeworth binomial tree
326:Dividend discount model
238:Bootstrapping (finance)
197:Bjerksund and Stensland
185:Barone-Adesi and Whaley
48:Financial risk modeling
592:Multiple factor models
458:Implied trinomial tree
418:Hamada's equation
400:Garman-Kohlhagen model
256:Butler-Pinkerton model
223:Black–Scholes equation
213:Black–Karasinski model
208:Black–Derman–Toy model
142:Adjusted present value
676:SABR volatility model
630:Project finance model
586:Multi-curve framework
487:Johnson binomial tree
481:Jarrow–Turnbull model
451:Implied binomial tree
218:Black–Litterman model
781:Mathematical finance
635:PSA prepayment model
331:Drawdown (economics)
796:Valuation (finance)
791:Financial economics
735:Vanna–Volga pricing
718:Treynor–Black model
686:Smith–Wilson method
228:Black–Scholes model
681:Single-index model
565:Martingale pricing
531:LIBOR market model
464:Intertemporal CAPM
377:Financial modeling
350:Expected shortfall
279:Carr–Madan formula
157:Arrow–Debreu model
23:Financial modeling
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570:Merton model
433:Ho–Lee model
428:Heston model
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618:Omega ratio
575:Model audit
203:Black model
765:Categories
580:Model risk
289:Chen model
508:KMV model
18:category
708:T-model
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