Preface

This module aims to review basic concepts about mathematical models in finance in order to enable students from various backgrounds (exact sciences and social sciences) to apply techniques in mathematical finance. It is also expected to provide students with a conceptual understanding of the models and techniques used in financial mathematics. Finally, students are expected to acquire knowledge of option pricing models.

All errors and omissions are entirely my responsibility. Please notify me if you find any errors or typos. Suggestions and feedback are also welcome. Have a happy and successful year!

 

Copyright Notice: All rights reserved. No portion of this website’s content may be reproduced, copied, or distributed without the author’s prior written consent. This includes, but is not limited to, the text, code, and images, which may not be copied, downloaded, or reproduced in any form without explicit written permission.

2025 \(|\) Nuno M. Brites \(|\)