This page contains some links to pages with material relevant to the
financial mathematics course.
You will also find links to Mathematica notebooks which you
can download and modify for further exploration.
A segment of NPR's Morning Edition highlights the need
for a rational way to determine the
value
of options.
A good source of information on different stock and securities markets
can be found at
Yahoo Finance.
After looking up the current price for a security, you can click on
the link for historical prices presented in a table.
Lecture notes and examples related to linear programming and the
Arbitrage Theorem.
A trading game which
simulates the activity of trading forward contracts, call options, and
put options.
A blank trading sheet is
available for recording transactions.
This Mathematicanotebook
will help run the rounds.
Several examples illustrating the
lognormal behavior of security
prices.
Notebook:
Volatility.nb
Examples and discussion of the behavior of security prices under the
assumption of
lognormal ratios at the ends of
a sequence of regular intervals.
Notebook:
Lognormal.nb