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EuDML - The European Digital Mathematics Library

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  • 91-XX Game theory, economics, social and behavioral sciences
  • 91Gxx Mathematical finance
  • 91G30 Interest rates (stochastic models)

91Gxx Mathematical finance

  • 91G10 Portfolio theory
  • 91G20 Derivative securities
  • 91G30 Interest rates (stochastic models)
  • 91G40 Credit risk
  • 91G50 Corporate finance
  • 91G60 Numerical methods (including Monte Carlo methods)
  • 91G70 Statistical methods, econometrics
  • 91G80 Financial applications of other theories (stochastic control, calculus of variations, PDE, SPDE, dynamical systems)
  • 91G99 None of the above, but in this section
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