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Jun 15
  1.  Financial Mathematics 

 

  1.  Finance is the art of passing currency from hand to hand until it finally disappears.- Robert Sarnoff
  2. Notes on Financial Mathematics Scott ADAMS and Fernando REITICH. University of Minnesota
  3.  Stochastic Calculus And Financial Mathematics First Part:Financial Mathematics
    Riyadh Al-Mosawi Thiqar University 2012
  4. Comments and Examples on Lecture Notes on Financial Mathematics Harald Lang KTH Mathematics version 28/6-09 
  5. Marco Avellaneda Professor of Mathematics Courant Institute of Mathematical Sciences New York University Homepage: A ton of course notes and exercise sets on financial mathematics from beginning graduate level all the way to PHD level, including derivative securities, risk and portfolio management, stochastic processes and quantitative investment strategies. The sheer diversity of materials here alone makes the site worth checking out, but Avellaneda has a wonderful dry wit and writes with great clarity on a difficult subject. Recommended.
  6.  Financial Mathematics B. Thompson University of Queensland MATH4091 homepage 
  7. Topics in Probability: Mathematics of Financial Risk-Management
  8. MARTINGALES, DIFFUSIONS AND FINANCIAL MATHEMATICS A.W. van der Vaart
  9. Financial Mathematics Zsolt Bihary 2011,EHTZ
  10. FINANCIAL MATHEMATICS I: Stochastic Calculus, Option Pricing, Portfolio Optimization” Holger Kraft University of Kaiserslautern Summer Term 2005 
  11. The Basics of Financial Mathematics Spring 2003 Richard F. Bass  University of Connecticut
  12.  What is Financial Mathematics? by Ronnie Becker 2008 
  13. Financial Mathematics:Portfolio Theory Paul J. Atzberger USCD 
  14. FINANCIAL MATHEMATICS ANDREW TULLOCH University of Sydney MATH 3975 
  15. Financial Mathematics First Course Bernardo Cockburn University of Minnesota Spring 2008 Professor Cockburn (whose last name I'm certain is the butt of private jokes not suitable for public consumption among students and staff alike) has written a very useful and surprisingly careful set of handwritten notes here, such as the Black-Sholes formula. There are more sophisticated and complete treatments of this material to be sure, supplying the elements of the modern theory of numerical analysis needed to tackle such problems in finance but these will certainly be helpful to the student serious about tackling
  16. mathematical finance.
  17. Financial Mathematics Fall 2012, Xiaofeng Yang University of South Carolina MA
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  19.  Financial Mathematics Lecture Notes — MAP 5601 Craig Nolder Department of Mathematics Florida State University Fall 2003
  20. Financial Mathematics Alex Himonas University of Notre Dame Fall 2009 Course 
  21. Financial Mathematics Xiaoying H n Auburn University 2013 
  22. Mathematical Finance M. Jeanblanc City University, HONG KONG June 2001
  23. Mathematical Finance Lectures by Professor Stefan Ankirchner Bonn , Notes and A M S -L A
    T E X typesetting by Dr. Boudewijn Moonen
     WS 2012/13Version:08/03/13 
  24. Derivative Securities, Fall 2012 Robert V. Kohn Professor of Mathematics Courant Institute, New York University  
  25. Financial Derivatives Spring 2006 David Cai NYU  
  26. Financial Derivatives David Cai NYU Lecture Notes #1-4 Fall 2006 
  27. Mathematics for Finance: Mathematical Processes for Finance M.Newby City University of London 
  28. Financial Engineering K. Sigman Columbia University
  29.   Financial Engineering Course Notes  E. TICK University of Oregon
  30. The Mathematics of Finance Jerry Alan Veeh February 20, 2006
  31. Mathematical Finance SAMSI/CRSC Undergraduate Workshop North Carolina State
    University May 30, 2006
  32.  A Basic Course in A Discussion of Financial Economics in Actuarial Models A Preparation for the Actuarial Exam MFE/3F Marcel B. Finan Arkansas Tech University  Last updated April 20, 2013
  33. A Reading of the Theory of Life Contingency Models: A Preparation for Exam MLC/3L Marcel B. Finan Arkansas Tech University April 12, 2013
  34. Mathematics Of Finance Richard Barraclugh University of Burmingham MSMYGF
  35. Management Mathematics Richard Barraclugh University of Burmingham MSM2M2 
  36. Continuous Time Finance, Spring 2004 Robert V. Kohn Professor of Mathematics Courant Institute, New York University
  37. ADVANCED OPTION PRICING ANDREW TULLOCH University of Sydney  
  38. Mathematical Models of Financial Derivatives Credit derivatives - Kasper Larsen, Carnegie
    Mellon University Course Materials
  39. Mathematical Introduction to Options, Math 4380 Spring 2013 Ilya Timofeyev University of Houston Course
  40. MODELLING ANTICIPATIONS ON FINANCIAL MARKETS FABRICE BAUDOIN Princeton University
  41. Interest Rate Modelling Andrew Tulloch AMH3 University of Cambridge
  42. Financial Mathematics Masha Vlasenko University College Dublin Semester 1 2013
  43. Introduction to Mathematical Finance I Jingyi Zhu University of Utah Fall 2013
  44. Lecture Notes on Financial Mathematics Harald Lang KTH Mathematics version 2007
  45. Financial Mathematics Marek Rutkowski University of Sydney Fall 2013 
  46. Numerical methods in mathematical finance I Tobias Jahnke Karisnuhe Institute of Technology Numerical methods in mathematical finance II Tobias Jahnke Karisnuhe Institute of Technology Summer Semester 2013