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