This lecture note explains the following topics: Modelling Financial Options,
Random Numbers, Uniform Deviates, Fibonacci Generators , Random Numbers from
Other Distributions, Normal Deviates, Sequences of Numbers with Low Discrepancy,
Monte Carlo Methods, Constructing Integrators for SDEs, Monte Carlo Methods for
European Options, Monte Carlo Methods for American Options, Finite-Difference
Methods for American Vanilla Options.
This note will introduce
you to some fundamental aspects of financial systems generally. Topics covered
includes: Financial System, Types and Characteristics of Financial Assets,
International Financial System, Capital Market, Money Market, Nigerian Financial
System, Operations of Capital Market in Nigeria, Operations of Money Market in
Nigeria, Central Banking, Commercial Banking, Merchant Banks, Development Banks,
Universal Banks, Rural Banking, Marketing of Bank Services, Investment
Companies, Insurance Companies, and Comparative Banking and Financial System.
This note covers the following
topics: The First Option Trade, The Black-Scholes Equation, The Risk Neutral
World, Monte Carlo Methods, The Binomial Model, Derivative Contracts on
non-traded Assets and Real Options, Discrete Hedging, Derivative Contracts on
non-traded Assets and Real Options, Discrete Hedging, Jump Diffusion, Regime
Switching, Mean Variance Portfolio Optimization.
note explains the following topics: International Financial Environment,
International Financial Transactions, Gold Standard, Purchasing Power Parity,
Floating and Fixed Exchange Rate Regimes, Currency Boards and Currency Basket
Systems, Features of Foreign Exchange Market, Exchange Rate Arithmetic,
Understanding Merchant Rates, Foreign Exchange Forward Contracts.
Goal of this note is to teach an
introduction relevant for computer scientists, which may be both broader and
shallower than traditional Computational Finance. Topics coverted includes: Derivatives, Time
Series Analysis, Trading, Investment Strategies, Fundamentals of Investing,
Stocks vs. Bonds, Financial Markets, Common Stocks, Stock Prices.
This note introduces key
concepts and issues in finance. Topics covered includes: From claims to value,
Value for Issuers, Exchange mechanisms, Modern Finance, Asymmetric Information,
Pricing riskless Bonds, Risk, The Portfolio approach to risk, Market efficiency,
Intermediaries and assets, Options and Hedging, Government and financial
notes are intended for the introductory finance course mathematics economics
program at the University of Copenhagen. Topics covered includes: The role of
financial markets, Payment Streams under Certainty, Arbitrage pricing in a
one-period model, Option pricing, The Black-Scholes formula, Stochastic
Interest Rates and Portfolio Theory.
Author(s): David Lando, Simon Ellersgaard Nielsen and Rolf Poulsen
This book covers the following
topics: Interest Rate Calculations, Bond Conventions, Bond Portfolios,
Interest Rate Models, Basic Properties of Futures and Options, Binomial Option
Pricing Model, Black-Scholes Model and the Distribution of Asset Prices, FX
and Interest Rate Options, Trading Volatility.
objective of this lecture note is to learn the financial tools needed to make
good business decisions and presents the basic insights of corporate finance
theory, but emphasizes the application of theory to real business decisions.
Author(s): Prof. Dirk Jenter and Prof. Katharina Lewellen