Financial Mathematics

Financial mathematics is the branch of applied mathematics concerned with the financial markets. The subject naturally has a close relationship with the discipline of financial economics, however the subject is narrower in scope and more abstract. A central difference is that whilst a financial economist might study the structural reasons why a company may have a certain share price, a mathematician may take the share price as a given, and attempt to use stochastic calculus to obtain the fair value of derivatives of the stock.

Financial mathematics articles

Mathematical tools

Derivatives pricing

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See also

Related articles

External links

  • ISDA.org - The International Swaps and Derivatives Association
  • Quantitative Mathematics Glossary - a guide to derivatives and risk terminology from Global-Derivatives
  • Quantnotes.com - introductory articles covering mathematical finance
  • technical notes covering derivatives and related material, Prof. Don M. Chance
  • rmetrics.org - A R based environment for teaching financial engineering and computational finance
  • finmath.com - Financial Mathematics Reading List
  • Moneyscience.org - An open-access resource for academics and practitioners working in finance and economics, physics, applied mathematics and computing.
  • Riskglossary.com - an online glossary, encyclopedia, and resource locator
  • Option Tutor - a visual presentation of modern option pricing theory
  • Riskworx.com - discussion of the application and theory of derivatives

 

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