Mathematical finance

Learn more about Mathematical finance

(Redirected from Financial mathematics)
Jump to: navigation, search

Mathematical finance is the branch of applied mathematics concerned with the financial markets.

The subject has a close relationship with the discipline of financial economics, which is concerned with much of the underlying theory. Generally, mathematical finance will derive, and extend, the mathematical or numerical models suggested by financial economics. Thus, for example, while a financial economist might study the structural reasons why a company may have a certain share price, a financial mathematician may take the share price as a given, and attempt to use stochastic calculus to obtain the fair value of derivatives of the stock.

In terms of practice, mathematical finance also overlaps heavily with the fields of financial engineering and computational finance. Arguably, all three are largely synonymous, although the latter two focus on application, while the former focuses on modelling and derivation; see Quantitative analyst.

Many universities around the world now offer degree and research programs in mathematical finance.

Contents

[edit] Mathematical finance articles

[edit] Mathematical tools

[edit] Derivatives pricing

[edit] See also

[edit] External links

Institutional

  • ISDA.org - The International Swaps and Derivatives Association

Theory

Resources

Research

Online communities

  • QuantNet.org - The online student community to discuss topics in quantitative finance
  • QuantGrad.com Online investment banking community for quantitative graduates.
  • Econophysics Blog
  • rmetrics.org - R based environment for teaching financial engineering and computational finance
  • Moneyscience.org - open-access, multi disciplinary resource for academics and practitioners.
  • TheQUANTsterBlog - informational resource with links, events and jobs.

Commercial

  • QuantFinanceJob.com - A community with quantitative finance guides, interview tips, book reviews and interview questions for Ph.Ds in physics,math and engineering to land a successful financial engineering job.
  • QuantFinanceJobs.com - Specialist job board for quantitative finance, financial engineering and risk management.
  • QUANTster.com - The Quantitative Finance Job Market Daily. A source for Quants in North America.


af:Finansiële wiskunde

de:Finanzmathematik es:Matemática financiera fr:Mathématiques financières lt:Finansų matematika pl:Matematyka finansowa pt:Matemática financeira ru:финансовая математика th:คณิตศาสตร์การเงิน uk:фінансова математика vi:Toán học tài chính tr:Finansal Matematik zh:計量金融

Mathematical finance

Views
Personal tools
what is world wizzy?
  • World Wizzy is a static snapshot taken of Wikipedia in early 2007. It cannot be edited and is online for historic & educational purposes only.