mathematics of finance


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.

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    compound interest, continuously compounded

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    effective interest rate

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    instantaneous effective interest rate

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    present value, net present value

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    coupon rate

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    yield rate, yield curve

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    force of interest

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    annuity

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    perpetuity

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    call option, put option,

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    American option, European option

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    arbitrage, the arbitrage theorem

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    risk neutral

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    capital asset pricing model (CAPM)

Title mathematics of finance
Canonical name MathematicsOfFinance
Date of creation 2013-03-22 16:40:17
Last modified on 2013-03-22 16:40:17
Owner rspuzio (6075)
Last modified by rspuzio (6075)
Numerical id 7
Author rspuzio (6075)
Entry type Topic
Classification msc 00A69
Classification msc 91B28
Classification msc 00A06