• [PDF] Mathematical Finance Notes FREE Download

    Mathematical Finance Notes

    Topics in our Mathematical Finance Notes PDF

    In these “Mathematical Finance Notes PDF”, you will study the application of mathematics in financial world, that enables the student to understand some computational and quantitative techniques required for working in the financial markets and actuarial mathematics.

    The topics we will cover will be taken from the following list: 

    Interest Rates: Interest rates, Types of rates, Measuring interest rates, Zero rates, Bond pricing, Forward rate, Duration, Convexity, Exchange traded markets and OTC markets, Derivatives–forward contracts, Futures contract, Options, Types of traders, Hedging, Speculation, Arbitrage.

    Mechanics and Properties of Options: No Arbitrage principle, Short selling, Forward price for an investment asset, Types of options, Option positions, Underlying assets, Factors affecting option prices, Bounds on option prices, Put-call parity, Early exercise, Effect of dividends.

    Stochastic Analysis of Stock Prices and Black-Scholes Model: Binomial option pricing model, Risk neutral valuation (for European and American options on assets following binomial tree model), Lognormal property of stock prices, Distribution of rate of return, expected return, Volatility, estimating volatility from historical data, Extension of risk neutral valuation to assets following GBM, Black−Scholes formula for European options.

    Hedging Parameters, Trading Strategies and Swaps: Hedging parameters (the Greeks: Delta, Gamma, Theta, Rho and Vega), Trading strategies involving options, Swaps, Mechanics of interest rate swaps, Comparative advantage argument, Valuation of interest rate swaps, Currency swaps, Valuation of currency swaps.

    Download Abc Notes PDF

    Abc Notes PDF

    Abc Notes PDF
    Source: abc

    Abc Notes PDF

    Abc Notes PDF
    Source: abc

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