Introduction to Financial Mathematics - Lecture Note
Introduction to Financial Mathematics - Lecture Note Topics covered: Mathematical concepts and techniques underlying finance theory; arbitrage pricing theory and option pricing. The emphasis will be on methods and proofs, rather than on plugging numbers into formulas. This lecture note closely matches the presentation of the textbook (An Introduction to Quantitative Finance by Stephen Blyth), except with more examples, more exercises, and more thorough explanations. The lecture notes also contain background material on probability theory that the textbook does not.
Written for
- Institution
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University Of Rochester
- Course
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Math 210 (MATH210)
Document information
- Uploaded on
- April 15, 2023
- Number of pages
- 135
- Written in
- 2022/2023
- Type
- Class notes
- Professor(s)
- Sefika kuzgun
- Contains
- All classes
Subjects
- financial math
- financial mathematics
- financial mathematics
- financial math
- fin math
- fin math
- finmath
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financialmath
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fin mathematics
-
fin mathematics
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math 210
-
rochest
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introduction to financial mathematics