Introductory Mathematics and Statistics for Islamic Finance, + Website

Index

• Absolute value
• Addition, of vectors
• ADF (augmented Dicker-Fuller) test
• Allocation of resources
• Alternate hypothesis
• Analysis of variance (ANOVA)
• Angle
• Anti-derivative
• Approximation curve
• Arbitrage-free pricing
• Arbitrage pricing
• ARCH (autoregressive conditional heteroskedasticity) model
  • applications
  • formulation of
  • generalized (GARCH)
  • in mean (ARCH-M)
  • motivation for
  • properties of
  • shortcomings
  • testing
• Arithmetic Brownian motion
• ARMA (autoregressive-moving average) models
• Array
• Arrow-Debreu (ad) security
• AR time series models. See Autoregressive (AR) time series models
• Asset pricing under uncertainty
  • applications
  • arbitrage-free pricing
  • basic principles
  • complete markets
  • efficient market hypothesis
  • future payoffs and asset prices
  • risk and return modeling
  • state prices
  • theories
  • See also Consumption-based pricing model
• Asset-specific pricing
• Augmented Dicker-Fuller (ADF) test
• Autocorrelation function
• Autoregression
• Autoregressive-moving average (ARMA) models
• Autoregressive representation
• Autoregressive (AR) time series models
  • features
  • forecasting with
  • invertible process
  • See also Vector autoregressive analysis (VAR)
• Auxiliary equation
• Axioms of probability

• Bachelier, Louis
• Banker's Equation
• Base of logarithm
• Base of vector space
• Base year
• Bayes’ Theorem
• Bernoulli distribution
• Best estimator
• Best-fitting curve
• Biased estimate
• Bi-infinite sequence
• Binomial
• Binomial distribution
• Binomial tree, geometric Brownian motion approximation
• Black-Scholes model
• Bounding face solution ...