Convexity (finance) and Mathematical finance

Shortcuts: Differences, Similarities, Jaccard Similarity Coefficient, References.

Difference between Convexity (finance) and Mathematical finance

Convexity (finance) vs. Mathematical finance

In mathematical finance, convexity refers to non-linearities in a financial model. Mathematical finance, also known as quantitative finance, is a field of applied mathematics, concerned with mathematical modeling of financial markets.

Similarities between Convexity (finance) and Mathematical finance

Convexity (finance) and Mathematical finance have 5 things in common (in Unionpedia): Black–Scholes model, Financial modeling, Girsanov theorem, Greeks (finance), LIBOR market model.

Black–Scholes model

The Black–Scholes or Black–Scholes–Merton model is a mathematical model for the dynamics of a financial market containing derivative investment instruments.

Black–Scholes model and Convexity (finance) · Black–Scholes model and Mathematical finance · See more »

Financial modeling

Financial modeling is the task of building an abstract representation (a model) of a real world financial situation.

Convexity (finance) and Financial modeling · Financial modeling and Mathematical finance · See more »

Girsanov theorem

In probability theory, the Girsanov theorem (named after Igor Vladimirovich Girsanov) describes how the dynamics of stochastic processes change when the original measure is changed to an equivalent probability measure.

Convexity (finance) and Girsanov theorem · Girsanov theorem and Mathematical finance · See more »

Greeks (finance)

In mathematical finance, the Greeks are the quantities representing the sensitivity of the price of derivatives such as options to a change in underlying parameters on which the value of an instrument or portfolio of financial instruments is dependent.

Convexity (finance) and Greeks (finance) · Greeks (finance) and Mathematical finance · See more »

LIBOR market model

The LIBOR market model, also known as the BGM Model (Brace Gatarek Musiela Model, in reference to the names of some of the inventors) is a financial model of interest rates.

Convexity (finance) and LIBOR market model · LIBOR market model and Mathematical finance · See more »

The list above answers the following questions

What Convexity (finance) and Mathematical finance have in common
What are the similarities between Convexity (finance) and Mathematical finance

Convexity (finance) and Mathematical finance Comparison

Convexity (finance) has 17 relations, while Mathematical finance has 146. As they have in common 5, the Jaccard index is 3.07% = 5 / (17 + 146).

References

This article shows the relationship between Convexity (finance) and Mathematical finance. To access each article from which the information was extracted, please visit:

Unionpedia is a concept map or semantic network organized like an encyclopedia – dictionary. It gives a brief definition of each concept and its relationships.

This is a giant online mental map that serves as a basis for concept diagrams. It's free to use and each article or document can be downloaded. It's a tool, resource or reference for study, research, education, learning or teaching, that can be used by teachers, educators, pupils or students; for the academic world: for school, primary, secondary, high school, middle, technical degree, college, university, undergraduate, master's or doctoral degrees; for papers, reports, projects, ideas, documentation, surveys, summaries, or thesis. Here is the definition, explanation, description, or the meaning of each significant on which you need information, and a list of their associated concepts as a glossary. Available in English, Spanish, Portuguese, Japanese, Chinese, French, German, Italian, Polish, Dutch, Russian, Arabic, Hindi, Swedish, Ukrainian, Hungarian, Catalan, Czech, Hebrew, Danish, Finnish, Indonesian, Norwegian, Romanian, Turkish, Vietnamese, Korean, Thai, Greek, Bulgarian, Croatian, Slovak, Lithuanian, Filipino, Latvian, Estonian and Slovenian. More languages soon.

All the information was extracted from Wikipedia, and it's available under the Creative Commons Attribution-ShareAlike License.

Unionpedia is not endorsed by or affiliated with the Wikimedia Foundation.

Google Play, Android and the Google Play logo are trademarks of Google Inc.