**Constant Elasticity of Variance Model** — In mathematical finance, the CEV or Constant Elasticity of Variance model is a stochastic volatility model, which attempts to capture stochastic volatility and the leverage effect. The model is widely used by practitioners in the financial… … Wikipedia

**Bass diffusion model** — The Bass diffusion model was developed by Frank Bass and describes the process how new products get adopted as an interaction between users and potential users. The model is widely used in forecasting, especially product forecasting and… … Wikipedia

**Black–Scholes** — The Black–Scholes model (pronounced /ˌblæk ˈʃoʊlz/[1]) is a mathematical model of a financial market containing certain derivative investment instruments. From the model, one can deduce the Black–Scholes formula, which gives the price of European … Wikipedia

**Option (finance)** — Stock option redirects here. For the employee incentive, see Employee stock option. Financial markets Public market Exchange Securities Bond market Fixed income … Wikipedia

**Stable and tempered stable distributions with volatility clustering - financial applications** — Classical financial models which assume homoskedasticity and normality cannot explain stylized phenomena such as skewness, heavy tails, and volatility clustering of the empirical asset returns in finance. In 1963, Benoit Mandelbrot first used the … Wikipedia

**Valuation of options** — Further information: Option: Model implementation In finance, a price (premium) is paid or received for purchasing or selling options. This price can be split into two components. These are: Intrinsic Value Time Value Contents 1 Intrinsic Value 2 … Wikipedia

**Bellman equation** — A Bellman equation (also known as a dynamic programming equation), named after its discoverer, Richard Bellman, is a necessary condition for optimality associated with the mathematical optimization method known as dynamic programming. It writes… … Wikipedia

**Crank–Nicolson method** — In numerical analysis, the Crank–Nicolson method is a finite difference method used for numerically solving the heat equation and similar partial differential equations.[1] It is a second order method in time, implicit in time, and is numerically … Wikipedia

**Marktpreisrisiko** — Als Marktrisiko, Marktpreisrisiko oder Marktpreisänderungsrisiko bezeichnet man das Risiko finanzieller Verluste auf Grund der Änderung von Marktpreisen (z. B. Aktienkursen, Zinsen, Wechselkursen). In der Portfoliotheorie bezeichnet Marktrisiko… … Deutsch Wikipedia

**MibianLib** — Developer(s) Yassine Maaroufi Stable release 0.1.1 / 19 November 2011; 0 days ago (2011 11 19) Development status Active Written in … Wikipedia