Mathematics for Finance

These notes accompany the open elective course Mathematics for Finance at IIIT Hyderabad.

Instructor: Sukrit Mittal

Lecture Notes

  1. Overview of Financial Systems
  2. Simple Market Model
  3. Time Value of Money
  4. Money Market
  5. Introduction to Portfolios
  6. Risk-free Assets
  7. Multi-asset Portfolios
  8. CAPM Model
  9. Utility Functions
  10. Black-Scholes Model
  11. Value At Risk
  12. Coherence