Financial Mathematics

Financial mathematics

Financial Mathematics (also mathematical finance) is the branch of mathematics focused on financial markets. The content of mathematical finance is the development of mathematical models arising from financial economics and their mathematical treatment, e.g., the portfolio theory of Markowitz or the famous Black Scholes option prize formula.

Vocabulary

The list gives an overview about the most important glossaries covering terms which are relevant in financial mathematics.
What is financial mathematics? Find definitions and keywords in:

• A comprehensive glossary, encyclopedia, and resource locator (Financial mathematics)
• Planetmath
• Wikipedia
• Quantitative Mathematics Glossary

Subcategories of Mathematical Economics (MSC)

Financial mathematics is a part of mathematical economics 91BXX.

Subfields of mathematical economics

Financial Mathematics in ZMATH

The database ZMATH contains references to many articles and books concerning financial mathematics. The classification scheme MSC 2000 can be used to facilitate retrieval of relevant data. Material concerning financial mathematics is classified generally as 91BXX. Selected fields of financial mathematics are:

• Price theory and market structure → ZMATH
• Finance, portfolios, investments → ZMATH
• Risk theory and market structure → ZMATH

Journals and Serials covering Aspects of Financial Mathematics

Below is a list of journals covered by ZMATH with the main focus on mathematical economics. Please note that general, no-specialized journals for mathematics may also contain articles in financial mathematics.

Journals and Serials in mathematical economics

Departments with Topic Financial Mathematics

Here is a list of departments which have a research and teaching focus in financial mathematics.

List of departments and research institutes in Financial Mathematics

Societies

Here is a list of societies with a focus on financial mathematics.