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oaioai:brage.bibsys.no:11250/164097

A short introduction to mathematical finance

Authors
Publication date
1 January 1998
Publisher
Norwegian School of Economics and Business Administration. Department of Finance and Management Science

Abstract

We give a brief survey of some fundamental concepts, methods and results in the mathematics of finance. The survey covers the 3 topics Chapter 1: Markets and arbitrages. The one-period model. The multi-period model. The continuous time model. Chapter 2: Contingent claims and completeness. Hedging. Complete markets. Chapter 3: Pricing of contingent claims. The Black and Scholes formula

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Last time updated on 19/04/2016

This paper was published in NORA - Norwegian Open Research Archives.

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