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Lecture notes

Financial Mathematics Notes

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Comprehensive and easily understandable lecture notes on financial mathematics. These notes cover 3 main areas: - Stochastic interest rates (equal rates, independent rates, annual investments, log-normally distributed rates) - Ruin theory (Lundberg's inequality, surplus process, adjustment coeffi...

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  • January 30, 2023
  • 5
  • 2022/2023
  • Lecture notes
  • Konstantinos dareiotis
  • All classes
All documents for this subject (1)
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jy1209
probabilitytheory


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