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Everything-Financial-Engineering

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# [Everything Financial Engineering](https://en.wikipedia.org/wiki/Mathematical_finance)

## Table of Contents
- [Finance and Economics](#finance-and-economics)
- [Statistics and Econometrics](#statistics-and-econometrics)
- [Pricing](#pricing)
- [Trading](#trading)
- [Monte Carlo simulation](#monte-carlo-simulation)
- [Optimization](#optimization)
- [Game Theory](#game-theory)
- [Machine Learning](#machine-learning)
- [Miscellaneous](#miscellaneous)

## Finance and Economics
### Investor
- [St. Petersburg Paradox](https://en.wikipedia.org/wiki/St._Petersburg_paradox)
- [Utility Functions](https://en.wikipedia.org/wiki/Cardinal_utility)
- [Indifference Curve](https://en.wikipedia.org/wiki/Indifference_curve)
- [Behavioral Economics](https://en.wikipedia.org/wiki/Behavioral_economics)
### Investment
- [Rate of Return](https://en.wikipedia.org/wiki/Rate_of_return)
- [Volatility](https://en.wikipedia.org/wiki/Volatility_(finance))
- [Value at Risk](https://en.wikipedia.org/wiki/Value_at_risk)
- [Expected Shortfall](https://en.wikipedia.org/wiki/Expected_shortfall)
### Market
- [Efficient Market Hypothesis](https://en.wikipedia.org/wiki/Efficient-market_hypothesis)
- [Bond Market](https://en.wikipedia.org/wiki/Bond_market)
- [Yield Curve](https://en.wikipedia.org/wiki/Yield_curve)
- [Libor Rate](https://en.wikipedia.org/wiki/Libor)
### Returns models
- [Modern Portfolio Theory](https://en.wikipedia.org/wiki/Modern_portfolio_theory)
- [CAPM](https://en.wikipedia.org/wiki/Capital_asset_pricing_model)
- [Arbitrage Pricing Theory](https://en.wikipedia.org/wiki/Arbitrage_pricing_theory)
- [Fama French Model](https://en.wikipedia.org/wiki/Fama%E2%80%93French_three-factor_model)

## Statistics and Econometrics
### Estimators
- [Consistent Estimator](https://en.wikipedia.org/wiki/Consistent_estimator)
- [Biasedness](https://en.wikipedia.org/wiki/Bias_of_an_estimator)
### Regression
- [Ordinary Least Squares](https://en.wikipedia.org/wiki/Ordinary_least_squares)
- [Gauss Markov](https://en.wikipedia.org/wiki/Gauss%E2%80%93Markov_theorem)
- [Simple and Multiple Regression](https://en.wikipedia.org/wiki/Linear_regression#Simple_and_multiple_linear_regression)
- [Multivariate Linear Regression](https://en.wikipedia.org/wiki/General_linear_model)
- [Transform both sides](https://en.wikipedia.org/wiki/Data_transformation_(statistics))
- [Box Cox Transformation](https://en.wikipedia.org/wiki/Power_transform#Box%E2%80%93Cox_transformation)
- [Robust Regression](https://en.wikipedia.org/wiki/Robust_regression)
- [Least Trimmed Squares](https://en.wikipedia.org/wiki/Least_trimmed_squares)
- [Local Regression (LOESS)](https://en.wikipedia.org/wiki/Local_regression)
- [Non Parametric Regression](https://en.wikipedia.org/wiki/Nonparametric_regression)
### [Regression Diagnostics](https://en.wikipedia.org/wiki/Regression_diagnostic)
- [Leverage](https://en.wikipedia.org/wiki/Leverage_(statistics))
- [Influential Observations](https://en.wikipedia.org/wiki/Influential_observation)
- [Errors and Residuals](https://en.wikipedia.org/wiki/Errors_and_residuals)
### Statistical Tests
- [Null Hypothesis](https://en.wikipedia.org/wiki/Null_hypothesis)
- [t-test](https://en.wikipedia.org/wiki/Student%27s_t-test)
- [F-test](https://en.wikipedia.org/wiki/F-test)
- [ANOVA](https://en.wikipedia.org/wiki/Analysis_of_variance)
### [Model Selection](https://en.wikipedia.org/wiki/Model_selection)
- [Maximum Likelihood Estimator](https://en.wikipedia.org/wiki/Maximum_likelihood_estimation)
- [AIC](https://en.wikipedia.org/wiki/Akaike_information_criterion)
- [BIC](https://en.wikipedia.org/wiki/Bayesian_information_criterion)
### Time Series Analysis
- [ARIMA models](https://en.wikipedia.org/wiki/Autoregressive_integrated_moving_average)
- [GARCH models](https://en.wikipedia.org/wiki/Autoregressive_conditional_heteroskedasticity)
### Misc
- [Bayesian Statistics](https://en.wikipedia.org/wiki/Bayesian_statistics)
- [Principal Component Analysis](https://en.wikipedia.org/wiki/Principal_component_analysis)

## Pricing
### Portfolios
- [Self-financing Portfolios](https://en.wikipedia.org/wiki/Self-financing_portfolio)
- [Replicating Portfolios](https://en.wikipedia.org/wiki/Replicating_portfolio)
- [Complete Markets](https://en.wikipedia.org/wiki/Complete_market)
### [Securities](https://en.wikipedia.org/wiki/Security_(finance))
- [Put call Parity](https://en.wikipedia.org/wiki/Put%E2%80%93call_parity)
- [Options](https://en.wikipedia.org/wiki/Option_(finance))
- [Exotic Options](https://en.wikipedia.org/wiki/Exotic_option)
- [Futures Contract](https://en.wikipedia.org/wiki/Futures_contract)
- [Forward Contract](https://en.wikipedia.org/wiki/Forward_contract)
### [Stochastic Calculus](https://en.wikipedia.org/wiki/Stochastic_calculus)
- [Brownian Motion / Wiener Process](https://en.wikipedia.org/wiki/Brownian_motion)
- [Ito's Lemma](https://en.wikipedia.org/wiki/It%C3%B4%27s_lemma)
- [Feynman Kac](https://en.wikipedia.org/wiki/Feynman%E2%80%93Kac_formula)
- [Fokker Planck](https://en.wikipedia.org/wiki/Fokker%E2%80%93Planck_equation)
### Models
- [Lattice Model](https://en.wikipedia.org/wiki/Lattice_model_(finance))
- [Binomial Option Pricing Model](https://en.wikipedia.org/wiki/Binomial_options_pricing_model)
- [Black Scholes](https://en.wikipedia.org/wiki/Black%E2%80%93Scholes_model)
- [Greeks](https://en.wikipedia.org/wiki/Greeks_(finance))
- [Arbitrage](https://en.wikipedia.org/wiki/Arbitrage)

## [Trading](https://en.wikipedia.org/wiki/Trading_strategy)
### [Market](https://en.wikipedia.org/wiki/Financial_market)
- [Bid Ask Spread](https://en.wikipedia.org/wiki/Bid%E2%80%93ask_spread)
- [Slippage](https://en.wikipedia.org/wiki/Slippage_(finance))
### [Stochastic Optimal Control](https://en.wikipedia.org/wiki/Stochastic_control)
- [Stochastic Optimal Control](https://en.wikipedia.org/wiki/Optimal_control)
- [HJB equation](https://en.wikipedia.org/wiki/Hamilton%E2%80%93Jacobi%E2%80%93Bellman_equation)
- [Bellman Equation](https://en.wikipedia.org/wiki/Bellman_equation)
### Strategies
- [Constant Mix](https://en.wikipedia.org/wiki/Rebalancing_investments)
- [Buy and Hold](https://en.wikipedia.org/wiki/Buy_and_hold)
- [Merton's portfolio problem](https://en.wikipedia.org/wiki/Merton%27s_portfolio_problem)
- [Black Litterman](https://en.wikipedia.org/wiki/Black%E2%80%93Litterman_model)
- [Return Based Style Analysis](https://en.wikipedia.org/wiki/Returns-based_style_analysis)
- [Risk Parity](https://en.wikipedia.org/wiki/Risk_parity)
- [Momentum Investing](https://en.wikipedia.org/wiki/Momentum_investing)
- [Mean Reversion](https://en.wikipedia.org/wiki/Mean_reversion_(finance))
- [Sell in May](https://en.wikipedia.org/wiki/Sell_in_May)
- [Pairs Trading](https://en.wikipedia.org/wiki/Pairs_trade)
### Testing Strategies
- [Back Testing](https://en.wikipedia.org/wiki/Backtesting)
### Execution
- [Optimal Execution by Almgren-Chriss](https://web.archive.org/web/20151202195231/http://www.math.nyu.edu/faculty/chriss/optliq_f.pdf)

## [Monte Carlo simulation](https://en.wikipedia.org/wiki/Monte_Carlo_method)
- [Law of Large Numbers](https://en.wikipedia.org/wiki/Law_of_large_numbers)
- [Inverse Transform Sampling](https://en.wikipedia.org/wiki/Inverse_transform_sampling)
- [Rejection Sampling](https://en.wikipedia.org/wiki/Rejection_sampling)
- [Importance Sampling](https://en.wikipedia.org/wiki/Importance_sampling)
- [Markov Chain Monte Carlo](https://en.wikipedia.org/wiki/Markov_chain_Monte_Carlo)
- [Option Pricing using Monte Carlo](https://en.wikipedia.org/wiki/Monte_Carlo_methods_for_option_pricing)
- [Rao-Blackwell](https://en.wikipedia.org/wiki/Rao%E2%80%93Blackwell_theorem)

## Optimization
- [Convex Optimization](https://en.wikipedia.org/wiki/Convex_optimization)
- [Duality](https://en.wikipedia.org/wiki/Duality_(optimization))
- [NP Completeness](https://en.wikipedia.org/wiki/NP-completeness)
### Programming
- [Linear Programming](https://en.wikipedia.org/wiki/Linear_programming)
- [Simplex Method](https://en.wikipedia.org/wiki/Simplex_algorithm)
- [Nonlinear Programming](https://en.wikipedia.org/wiki/Nonlinear_programming)
- [Integer Programming](https://en.wikipedia.org/wiki/Integer_programming)
- [Stochastic Programming](https://en.wikipedia.org/wiki/Stochastic_programming)
### Heuristic Based
- [Genetic Algorithms](https://en.wikipedia.org/wiki/Genetic_algorithm)
- [Simulated Annealing](https://en.wikipedia.org/wiki/Simulated_annealing)
- [Ant Colony](https://en.wikipedia.org/wiki/Ant_colony_optimization_algorithms)

## [Game Theory](https://en.wikipedia.org/wiki/Game_theory)
- [Simultaneous Games](https://en.wikipedia.org/wiki/Simultaneous_game)
- [Sequential Games](https://en.wikipedia.org/wiki/Sequential_game)
- [Strategies](https://en.wikipedia.org/wiki/Strategy_(game_theory))
- [Nash Equilibria](https://en.wikipedia.org/wiki/Nash_equilibrium)
- [Complete Information](https://en.wikipedia.org/wiki/Complete_information)
- [Perfect Information](https://en.wikipedia.org/wiki/Perfect_information)
- [Lemke Howson Algorithm](https://en.wikipedia.org/wiki/Lemke%E2%80%93Howson_algorithm)
- [Minimax Algorithm](https://en.wikipedia.org/wiki/Minimax)
- [Evolutionary Game Theory](https://en.wikipedia.org/wiki/Evolutionary_game_theory)
- [Replicator Equation](https://en.wikipedia.org/wiki/Replicator_equation)
### Games
- [Zero Sum Games](https://en.wikipedia.org/wiki/Zero-sum_game)
- [Repeated Games](https://en.wikipedia.org/wiki/Repeated_game)
- [Prisoner's Dilemma](https://en.wikipedia.org/wiki/Prisoner%27s_dilemma)
- [Battle of Sexes](https://en.wikipedia.org/wiki/Battle_of_the_sexes_(game_theory))

## Machine Learning
### [Supervised Learning](https://en.wikipedia.org/wiki/Supervised_learning)
- [K-Nearest Neighbors](https://en.wikipedia.org/wiki/K-nearest_neighbors_algorithm)
- [Naive Bayes](https://en.wikipedia.org/wiki/Naive_Bayes_classifier)
- [Random Forest](https://en.wikipedia.org/wiki/Random_forest)
- [Support Vector Machine](https://en.wikipedia.org/wiki/Support-vector_machine)
- [Logistic Regression](https://en.wikipedia.org/wiki/Logistic_regression)
- [Artificial Neural Network](https://en.wikipedia.org/wiki/Artificial_neural_network)
- [Deep Learning](https://en.wikipedia.org/wiki/Deep_learning)
### [Unsupervised Learning](https://en.wikipedia.org/wiki/Unsupervised_learning)
- [K-Means](https://en.wikipedia.org/wiki/K-means_clustering)
- [K-Medoids](https://en.wikipedia.org/wiki/K-medoids)
### [Regression](#regression)
### [Reinforcement Learning](https://en.wikipedia.org/wiki/Reinforcement_learning)
- [Markov Decision Process](https://en.wikipedia.org/wiki/Markov_decision_process)
- [Apprenticeship Learning](https://en.wikipedia.org/wiki/Apprenticeship_learning)

## Miscellaneous
- [Expectation Maximization](https://en.wikipedia.org/wiki/Expectation%E2%80%93maximization_algorithm)
- [Optimal Stopping](https://en.wikipedia.org/wiki/Optimal_stopping)
- [Secretary Problem](https://en.wikipedia.org/wiki/Secretary_problem)
- [Markov Chains and Stationary Distributions](https://en.wikipedia.org/wiki/Markov_chain#Stationary_distribution_relation_to_eigenvectors_and_simplices)
- [Hidden Markov Models](https://en.wikipedia.org/wiki/Hidden_Markov_model)

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