/fin-math-notes

Mathematical finance study hall

Creative Commons Zero v1.0 UniversalCC0-1.0

License: CC0-1.0

Welcome to FIN-MATH-NOTES repository

This repository contains materials on mathematical finance that may be useful for both who aspiring to find a structured approach for studying this field of finance and those who want to apply modern and sophisticated models in practice. Some of the materials are accompanied with corresponding notes in order to increase the transparency of the material being studied.

Structure

All materials and notes are divided into 4 sections.

  1. Longreads
    These are fundamental works (mainly textbooks or subject-matter courses) that bring the reader broad understanding of the subject.

  2. Papers
    These are research papers devoted to specific topics in mathematical finance field.

  3. Seminals
    These are papers that are considered seminal in the academic literature due to their significant contribution to the mathematical finance evolvement.

  4. Essentials
    These are handwritten notes on mathematical finance essential topics that are useful in understanding more advanced concepts one can encounter while studying materials from other sections.

Disclaimer

All materials presented in this repository were collected by the author of this repository of his own free will exclusively with good intentions. The materials published in this repository (except for notes) were taken from open sources on the Internet. Therefore the author of this repository does not bear any responsibility for possible consequences that may arise as a result of copyright infringement when the specified materials are re-published in the public domain within this repository.

License

All notes presented in this repository are distributed under the CC0 1.0 Universal license, which means that one can copy, modify, distribute and perform any work on these notes, even for commercial purposes, all without asking permission. See more on CC0 1.0 Universal deed page.