Mathematics
Option Pricing
100%
Stochastic Volatility
56%
Stability
46%
Fast Fourier Transform
40%
Underlying Asset
31%
Time Delay
30%
American Option
25%
Mean Square
25%
Diffusion Model
20%
Stochastic Differential Equation
20%
Fourier Matrix
20%
Derivatives
20%
Sufficient Condition
20%
Transformation Method
20%
Integro-Partial Differential Equation
20%
Continuous Time
20%
Stochastic System
20%
Diffusion Equation
20%
Selection
20%
Finite Difference Method
20%
Martingale Measure
20%
Integrodifferential Equation
16%
Upper Limit
15%
Point Theorem
15%
Classes
15%
Borel-Cantelli Lemma
15%
Fixed Points
15%
Stability Theory
15%
Calculate
10%
Central Moment
10%
Physical Measure
10%
Risk-Neutral Measure
10%
Nonlinear
10%
Monte Carlo Approach
6%
Asset Price
6%
Approximates
6%
Moment Generating Function
6%
Numerical Solution
6%
Option Price
6%
Jump Process
5%
Implied Volatility
5%
Numerical Example
5%
Term Structure
5%
Economics, Econometrics and Finance
Volatility
80%
Pricing
66%
Diffusion
46%
Equilibrium Model
40%
Risk Premium
26%
Price
26%
Asset Pricing
20%
Interest Rate
20%
Return
20%
Stock
20%
Consumption
20%
Sales
20%
Incentives
20%
Arbitrage
20%
Capital Market Returns
17%
Skewness
13%
Capital Expenditure
10%
Financial Policy
10%
Research Expenditure
10%
Investment
10%
Capital Structure
10%
Stock Price
6%
Dynamic Programming
6%
Continuous Time
6%
Incomplete Market
6%
Numerical Methods
6%
Equity Premium Puzzle
6%
Utility Maximization
6%
Portfolio Diversification
6%
Financial Economics
6%
Option Trading
6%
Economy
6%
