Learn more about Mathematical finance
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.
 Mathematical finance articles
 Mathematical tools
- Differential equation
- Linear Algebra
- Numerical Analysis
- Real Analysis
- Probability distribution
- Expected value
- Value at risk
- Risk-neutral measure
- Stochastic calculus
- Itô's lemma
- Fourier transform
- Girsanov's theorem
- Radon-Nikodym derivative
- Monte Carlo method
- Partial differential equations
- Martingale representation theorem
- Feynman Kac Formula
- Dynkin formula
- Stochastic differential equations
- Stochastic volatility
- Mathematical model
- Numerical method
 Derivatives pricing
- Rational pricing assumptions
- Interest rate derivatives
 See also
- Computational finance
- Financial Engineering
- Derivative (finance), list of derivatives topics
- Modeling and analysis of financial markets
- Fundamental financial concepts - topics
- Model (economics)
- Systematic Trading
- List of finance topics, List of finance topics (alphabetical)
- List of economics topics, List of economists
- List of accounting topics
- List of marketing topics
- List of management topics
 External links
- ISDA.org - The International Swaps and Derivatives Association
- Prof. Don M. Chance - technical notes covering derivatives and related material
- Prof. Peter Carr (PDF) - FAQs in Option Pricing Theory
- Mathematics of Financial Markets, Prof. Mark Davis, Imperial College
- Option Valuation, Prof. Campbell R. Harvey
- Option Tutor - a visual presentation of modern option pricing theory
- Global Derivatives Quantitative Mathematics Glossary
- Quantnotes.com - articles covering mathematical finance
- Riskglossary.com - online glossary, encyclopedia, and resource locator
- Riskworx.com - discussion of the application and theory of derivatives
- The Quantitative Equation Archive - Online community archive for sharing financial equations at sitmo.com
- Financial Maths articles and lecture notes - Some articles as introduction to financial mathematics and lecture notes from great teachers, Simon Leger's website
- finmath.com - Mathematical finance Reading List
- Quantitative Finance Working Papers, global-derivatives.com
- Quantitative Finance Research Papers at the University of Technology, Sydney
- 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.
- 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.
|General areas of finance|
|Financial markets • Investment management • Financial institutions • Personal finance • Public finance • Mathematical finance • Financial economics • Experimental finance • Computational finance|
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