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Financial Mathematics Notes
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 coefficient) - Forward contracts (creating arbitrage, currency exchange)
- Lecture notes
- • 5 pages •
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 coefficient) - Forward contracts (creating arbitrage, currency exchange)