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  2. Heath–Jarrow–Morton framework - Wikipedia

    en.wikipedia.org/wiki/Heath–Jarrow–Morton...

    When the volatility and drift of the instantaneous forward rate are assumed to be deterministic, this is known as the Gaussian Heath–Jarrow–Morton (HJM) model of forward rates. [ 1 ] : 394 For direct modeling of simple forward rates the Brace–Gatarek–Musiela model represents an example.

  3. Financial modeling - Wikipedia

    en.wikipedia.org/wiki/Financial_modeling

    Financial modeling is the task of building an abstract representation (a model) of a real world financial situation. [1] This is a mathematical model designed to represent (a simplified version of) the performance of a financial asset or portfolio of a business, project , or any other investment.

  4. Comparison of agent-based modeling software - Wikipedia

    en.wikipedia.org/wiki/Comparison_of_agent-based...

    In the last few years, the agent-based modeling (ABM) community has developed several practical agent based modeling toolkits that enable individuals to develop agent-based applications. More and more such toolkits are coming into existence, and each toolkit has a variety of characteristics.

  5. R (programming language) - Wikipedia

    en.wikipedia.org/wiki/R_(programming_language)

    R is a programming language for statistical computing and data visualization. It has been adopted in the fields of data mining, bioinformatics and data analysis. [9] The core R language is augmented by a large number of extension packages, containing reusable code, documentation, and sample data. R software is open-source and free software.

  6. Corporate Finance Institute - Wikipedia

    en.wikipedia.org/wiki/Corporate_Finance_Institute

    Corporate Finance Institute (CFI) is an online training and education platform for finance and investment professionals based in Vancouver Canada. It provides courses and certifications in financial modeling, valuation, and other corporate finance topics.

  7. Affine term structure model - Wikipedia

    en.wikipedia.org/wiki/Affine_term_structure_model

    An affine term structure model is a financial model that relates zero-coupon bond prices (i.e. the discount curve) to a spot rate model. It is particularly useful for deriving the yield curve – the process of determining spot rate model inputs from observable bond market data.

  8. Binomial options pricing model - Wikipedia

    en.wikipedia.org/wiki/Binomial_options_pricing_model

    In finance, the binomial options pricing model (BOPM) provides a generalizable numerical method for the valuation of options. Essentially, the model uses a "discrete-time" ( lattice based ) model of the varying price over time of the underlying financial instrument, addressing cases where the closed-form Black–Scholes formula is wanting.

  9. Monte Carlo methods in finance - Wikipedia

    en.wikipedia.org/wiki/Monte_Carlo_methods_in_finance

    Note that whereas equity options are more commonly valued using other pricing models such as lattice based models, for path dependent exotic derivatives – such as Asian options – simulation is the valuation method most commonly employed; see Monte Carlo methods for option pricing for discussion as to further – and more complex – option ...