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Mathematical Sciences Classification System

91Gxx - Mathematical finance

• 44
  91G10
  Portfolio theory
• 57
  91G20
  Derivative securities
• 19
  91G30
  Interest rates (stochastic models)
• 30
  91G40
  Credit risk
• 5
  91G50
  Corporate finance
• 30
  91G60
  Numerical methods (including Monte Carlo methods)
• 39
  91G70
  Statistical methods, econometrics
• 26
  91G80
  Financial applications of other theories (stochastic control, calculus of variations, PDE, SPDE, dynamical systems)
• 1
  91G99
  None of the above, but in this section