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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 con...
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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 con...