Mathematical Sciences Classification System
91Gxx - Mathematical finance
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91G10Portfolio theory
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91G20Derivative securities
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91G30Interest rates (stochastic models)
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91G40Credit risk
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91G50Corporate finance
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91G60Numerical methods (including Monte Carlo methods)
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91G70Statistical methods, econometrics
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91G80Financial applications of other theories (stochastic control, calculus of variations, PDE, SPDE, dynamical systems)
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91G99None of the above, but in this section