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Financial correlations measure the relationship between the changes of two or more financial variables over time. For example, the prices of equity stocks and fixed interest bonds often move in opposite directions: when investors sell stocks, they often use the proceeds to buy bonds and vice versa. In this case, stock and bond prices are negatively correlated.

Finite difference methods for option pricing are numerical methods used in mathematical finance for the valuation of options. Finite difference methods were first applied to option pricing by Eduardo Schwartz in 1977.

In statistical mechanics and information theory, the Fokker–Planck equation is a partial differential equation that describes the time evolution of the probability density function of the position or velocity of a particle under the influence of drag forces and random forces, as in Brownian motion. The equation can be generalized to other observables as well. The Fokker–Planck equation h

Itô calculus, named after Kiyosi Itô, extends the methods of calculus to stochastic processes such as Brownian motion (see Wiener process). It has important applications in mathematical finance, in stochastic differential equations, and more recently even in machine learning.

A Master of Finance is a professional master's degree awarded by higher education institutions preparing students for careers in finance.

A Master of Financial Economics is a postgraduate master's degree focusing

SIMALTO – SImultaneous Multi-Attribute Trade Off – is a survey based statistical technique used in market research that helps determine how people prioritise and value alternative product and/or service options of the attributes that make up individual products or services.

In mathematics, stochastic partial differential equations (SPDEs) are a generalization of partial differential equations via random force terms and coefficients, in the same way ordinary stochastic differential equations generalize ordinary differential equations.