Mathematical Models in Finance
GPTKB entity
Statements (28)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:academic
|
| gptkbp:appliesTo |
financial markets
|
| gptkbp:hasApplication |
gptkb:insurance
asset management trading risk management investment banking |
| https://www.w3.org/2000/01/rdf-schema#label |
Mathematical Models in Finance
|
| gptkbp:includes |
gptkb:Monte_Carlo_simulation
gptkb:stochastic_process gptkb:Black-Scholes_model binomial options pricing model interest rate models risk management models |
| gptkbp:relatedTo |
gptkb:mathematics
finance |
| gptkbp:usedFor |
risk assessment
asset pricing derivatives pricing portfolio optimization hedging strategies |
| gptkbp:uses |
gptkb:probability_theory
partial differential equations statistics numerical methods optimization theory |
| gptkbp:bfsParent |
gptkb:Stochastic_Integrals
|
| gptkbp:bfsLayer |
8
|