12. Introduction to Mathematical Finance

  1. Liliana Blanco Castañeda1,
  2. Viswanathan Arunachalam2 and
  3. Selvamuthu Dharmaraja3

Published Online: 11 JUL 2012

DOI: 10.1002/9781118344972.ch12

Introduction to Probability and Stochastic Processes with Applications

Introduction to Probability and Stochastic Processes with Applications

How to Cite

Castañeda, L. B., Arunachalam, V. and Dharmaraja, S. (2012) Introduction to Mathematical Finance, in Introduction to Probability and Stochastic Processes with Applications, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118344972.ch12

Author Information

  1. 1

    National University of Colombia, Bogotá, Colombia

  2. 2

    Universidad de los Andes, Bogotá, Colombia

  3. 3

    Indian Institute of Technology Delhi, New Delhi, India

Publication History

  1. Published Online: 11 JUL 2012
  2. Published Print: 11 JUN 2012

ISBN Information

Print ISBN: 9781118294406

Online ISBN: 9781118344972

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Keywords:

  • financial derivatives;
  • discrete-time models;
  • binomial model;
  • continuous-time models;
  • black-scholes formula

Summary

This chapter contains sections titled:

  • Financial Derivatives

  • Discrete-Time Models

  • Continuous-Time Models

  • Volatility