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56 种方法属于此方法族。
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Altman Z-Score：预测公司破产The Altman Z-Score is a linear discriminant model developed by Edward I. Altman in 1968 to predict corporate bankruptcy using five accounting-based financial ratios. Derived throug审计中的分析程序Analytical procedures are evaluations of financial information made by studying plausible relationships among both financial and non-financial data. Rather than testing individual Bates模型The Bates model (1996) combines stochastic volatility and jump diffusion to capture both the volatility smile and the implied volatility skew observed in equity and currency optionBeneish M-Score：识别盈余操纵The Beneish M-Score is a statistical model developed by Messod Beneish in 1999 to identify whether a company has manipulated its reported earnings. The model combines eight financi二项期权定价模型（Cox-Ross-Rubinstein）The binomial option pricing model, introduced by John Cox, Stephen Ross, and Mark Rubinstein in 1979, prices options by modelling the underlying as a discrete tree in which the pri布莱克-利特曼投资组合模型The Black-Litterman model, introduced by Fischer Black and Robert Litterman in 1992, is a Bayesian portfolio allocation framework that blends market-equilibrium returns with an inv
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全部方法 56
Altman Z-Score：预测公司破产审计中的分析程序Bates模型Beneish M-Score：识别盈余操纵二项期权定价模型（Cox-Ross-Rubinstein）布莱克-利特曼投资组合模型Black-Scholes-Merton 期权定价模型骆驼评级体系资本资产定价模型 (CAPM)数元（Numeraire）的变换条件在险价值（预期缺口）条件价值评估法Copula CDO模型高斯、t、Clayton、Gumbel、Frank 联结模型信用风险模型（Merton、KMV、CreditMetrics）信用评分（评分卡、WoE/IV）信用估值调整DCC-GARCH（动态条件相关性）债务估值调整Diamond-Mortensen-Pissarides 搜寻匹配模型杜邦分析事件研究法（CAR 和 BHAR）极值理论 (EVT)多因子风险模型（Fama-French, APT）自动微分计算希腊值已实现波动率的HAR-RV模型享乐定价模型HJM框架Hull-White模型利率模型（Vasicek模型、CIR模型、Nelson-Siegel模型）Johansen协整检验与向量误差修正模型默顿跳跃扩散模型卡尔曼滤波器Kelly CriterionLibor Market Model流动性风险模型（Amihud、Roll、LOT）局部波动率 (Dupire)长记忆模型（ARFIMA, FIGARCH）高频数据与市场微观结构分析均值-方差投资组合优化（Markowitz）Merton违约模型世代交叠模型配对交易（统计套利）主成分风险因子Ramsey-Cass-Koopmans模型真实业务周期模型已实现波动率与HAR模型金融序列的马尔可夫状态转换模型风险均值（等风险贡献）投资组合模型无风险中性定价SABR模型Slutsky Equation随机波动率模型 (Heston)尾部风险度量（预期短缺、谱系、期望分位数）旅行成本法VaR回测