**Mathematical Finance Notes PDF**

*Date: 31st Jan 2023*

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

We have provided multiple complete Mathematical Finance Notes PDF for any university student of BCA, MCA, B.Sc, B.Tech CSE, M.Tech branch to enhance more knowledge about the subject and to score better marks in the exam. Students can easily make use of all these Mathematical Finance Notes PDF by downloading them.

**Topics in our Mathematical Finance Notes PDF**

The topics we will cover in these **Mathematical Finance Notes PDF** 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 Mathematical Finance Notes PDF**

**Mathematical Finance Reference Books List**

We have listed the best Mathematical Finance Reference Books that can help in your Mathematical Finance exam preparation:

- abc
- abc

**Maths Notes PDF**

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