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mathematics of finance (Topic)

From ancient times, a socially significant application of mathematics has been in accounting. This entry points to places on PlanetMath which deal with this topic.

  1. interest
  2. simple interest
  3. compound interest, continuously compounded
  4. interest rate
  5. effective interest rate
  6. instantaneous effective interest rate
  7. present value, net present value
  8. coupon rate
  9. rate of return
  10. yield rate, yield curve
  11. force of interest
  12. annuity
  13. perpetuity
  14. call option, put option,
  15. American option, European option
  16. arbitrage, the arbitrage theorem
  17. risk neutral
  18. Black-Scholes formula
  19. capital asset pricing model (CAPM)



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"mathematics of finance" is owned by rspuzio. [ full author list (3) ]
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Cross-references: Black-Scholes formula, force, curve, rate of return, net present value, present value, instantaneous effective interest rate, effective interest rate, interest rate, continuously compounded, compound interest, simple interest, interest, PlanetMath, places, points, application
There are 2 references to this entry.

This is version 4 of mathematics of finance, born on 2007-02-05, modified 2007-02-11.
Object id is 8878, canonical name is MathematicsOfFinance.
Accessed 1807 times total.

Classification:
AMS MSC: 91B28 (Game theory, economics, social and behavioral sciences :: Mathematical economics :: Finance, portfolios, investment)
 00A69 (General :: General and miscellaneous specific topics :: General applied mathematics)
 00A06 (General :: General and miscellaneous specific topics :: Mathematics for nonmathematicians )
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