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On this page about Mathematical finance:

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• Actuarial science (29)
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• Mathematical finance (42)
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Encyclopedia: Mathematical finance

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

Translations

How to say "Mathematical finance" in other languages:

	(Chinese)	計量金融
	(Japanese)	数理ファイナンス
	(German)	Finanzmathematik
	(Spanish)	Matemática financiera
	(French)	Mathématiques financières
	(Italian)	Matematica finanziaria

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Casualty Actuarial Society

comprehensive series of exams. Topics covered in the exams include mathematics, finance, economics...

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Society of Actuaries

comprehensive series of exams. Topics covered in the exams include mathematics, finance, insurance...

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Greek

�� use of the name 'Greek' Greek theatre The Greeks — use of Greek letters in mathematical finance...

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Quantitative analyst

specialized Masters and PhD courses in mathematical finance to be created. In recent times a large... A quantitative analyst is a person who works in the financial markets developing mathematical models to assist the activities of traders and risk managers within banks and other large corporate...

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Filtration (abstract algebra)

information. A typical example is in mathematical finance, where a filtration represents the the... is in mathematical finance, where a filtration represents the the information available at each time... In mathematics, a filtration is a sequence of sigma-algebras on a measurable space. Definition...

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Itô's lemma

In mathematics, Itô's lemma is used in stochastic calculus to find the differential of a function of a particular type of stochastic process. It is therefore to stochastic calculus what the chain rule is to ordinary calculus. The lemma is widely employed in mathematical finance. Statement of the...

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The Greeks

You might be looking for the Greeks. In mathematical finance, the Greeks are the quantities representing the market sensitivities of options or other derivatives, with each measuring a different aspect of the risk in an option position, and corresponding to the set of parameters on which the...

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TANSTAAFL

natural physical processes; see thermodynamics. In mathematical finance, the term is also used as an...

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Risk-neutral measure

In mathematical finance, a risk-neutral measure is a probability measure in which today's fair (i.e. arbitrage-free) price of a derivative security is equal to the discounted expected value (under the measure) of the future payoff of the derivative. The measure is so-called because, under that...

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Rational pricing

selling of the same asset on two markets – the spot market and the derivatives market. Mathematical finance assumes that any imbalance between the two markets will be arbitraged away. Thus, in a...

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