**Financial mathematics**is the branch of applied mathematics concerned with the financial markets. The subject naturally has a close relationship with the discipline of financial economics, however the subject is narrower in scope and more abstract. A central difference is that whilst a financial economist might study the structural reasons why a company may have a certain share price, a mathematician may take the share price as a given, and attempt to use stochastic calculus to obtain the fair value of derivativess of the stock.

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2 Related articles 3 External links |

## Financial mathematics articles

- Mathematical tools
- Probability
- Expected value
- Value at risk
- Risk-neutral measure
- Stochastic calculus
- Brownian motion
- Ito's Lemma
- Girsanov's theorem
- Radon-Nikodym derivative
- Monte Carlo method
- Partial differential equations

- Derivative securities
- Forward contract
- Futures contract
- Options
- Stock option
- Warrants
- Foreign exchange option
- Interest rate options
- Bond options
- Options on futures

- Swaps
- Swaption
- Interest rate linked derivatives:
- Financial future
- LIBOR
- BBA LIBOR
- Forward rate agreement
- Interest rate swap
- Interest rate cap
- Exotic interest rate option

- Credit derivatives
- Credit default swap
- Credit default option
- Total return swap

- Options in detail
- Compare

## Related articles

- List of marketing topics
- List of management topics
- List of economics topics, List of economists
- List of accounting topics
- List of finance topics

## External links

- Financial Mathematics Bookshelf
- Quantnotes - introductory articles covering mathematical finance
- Riskglossary - an online glossary, encyclopedia, and resource locator
- Option Tutor - a visual presentation of modern option pricing theory