This class was created by Brainscape user Caleb Pleavin. Visit their profile to learn more about the creator.
By:
Caleb Pleavin
- decks
- flashcards
- learners
Decks in this class (17)
1) Introduction to the Course
What is a financial contract,
What is a contract holder,
What is a contract seller
24
cards
2) The Wiener process and Modelling Stock Price
What notation is used for changes...,
How do normal distributions combi...,
What is random walk
9
cards
3) Log-Normal Distribution
What is geometric brownian motion,
What are some useful properties o...,
What are the strengths and weakne...
3
cards
4) Derivatives
What is a derivative,
What is an option,
What is an option holder and opti...
14
cards
5) Trading with Portfolios
What is a portfolio,
What is a hedge,
What is a straddle portfolio
14
cards
6) Risk and No-Arbitrage
What is risk,
What is an arbitrage opportunity,
What is the no arbitrage principle
12
cards
8) Binomial Trees
Describe a one step tree diagrams...,
What is the expected share price ...,
What is the expected call option ...
10
cards
9) Two-Step Binomial Trees
What conditions are required to e...,
Describe the two step binomial tr...,
What is the the initial call opti...
5
cards
10) The Multi-step Binomial Model
How can share prices be represent...,
How can the initial call option p...,
How is the mean share price calcu...
4
cards
11) American Options and Replicating Portfolios
What is an american option,
What is the lower bound of an ame...,
Describe the proof of the lower b...
9
cards
12) The Black-Scholes Model
What are the assumptions of the b...,
If v s what is d,
Describe the proof that
5
cards
13) Exact Solution to the Black-Scholes Equation
What are the key properties of th...,
What is the behavior of a call op...
2
cards
14) The 'Greeks'
How is delta expressed for a euro...,
How is delta derived for a europe...,
What are examples of some of the ...
3
cards
15) More on Replicating Portfolios
What does it mean if a portfolio ...,
How can a trader use a replicatin...,
What is static hedging
5
cards
16) Extension to Black-Scholes Model
What are dividends,
How do we represent dividends mat...,
If 0 s0 and the share pays a cont...
5
cards
18) Term Structure of Interest Rates
What is yield to maturity of a ze...,
How can we write bond price in te...,
Describe the proof that
8
cards
19) Exotic Options
Why might exotic options present ...,
What are some examples of exotic ...,
What is an asian option
9
cards
More about
Introduction to Financial Mathematics
- Class purpose General learning
Learn faster with Brainscape on your web, iPhone, or Android device. Study Caleb Pleavin's Introduction to Financial Mathematics flashcards now!
How studying works.
Brainscape's adaptive web mobile flashcards system will drill you on your weaknesses, using a pattern guaranteed to help you learn more in less time.
Add your own flashcards.
Either request "Edit" access from the author, or make a copy of the class to edit as your own. And you can always create a totally new class of your own too!
What's Brainscape anyway?
Brainscape is a digital flashcards platform where you can find, create, share, and study any subject on the planet.
We use an adaptive study algorithm that is proven to help you learn faster and remember longer....
Looking for something else?
Financial Mathematics
- 12 decks
- 305 flashcards
- 27 learners
Decks:
Time Value Of Money, Annuities, Loans, And more!
AQA Mathematics
- 68 decks
- 1501 flashcards
- 46 learners
Decks:
Trigonometry 1, Trigonometry 2, Trigonometry 3, And more!
Financial Accounting and Reporting
- 36 decks
- 681 flashcards
- 205 learners
Decks:
Financial Reporting Environment, Income Statement Items, Stay Focused, And more!
Cambridge Introduction to Sanskrit
- 101 decks
- 2067 flashcards
- 4432 learners
Decks:
Devanagari Characters, Devanagari Characters Vowels Independent, Devanagari Characters Stops, And more!
