
In this blog, we will summarize the latex code of most popular formulas and equations for Financial Engineering Formula and Equation (ContinuousTime Finance). We will cover important topics including Standard Brownian Motion (SBM), Geometric Brownian Motion (GBM), Ito Lemma, Stochastic Integrals, Solutions to Some Common SDEs, Brownian Motion Variation, Stock Prices as a GBM, Stock Prices are Lognormal, Sharpe Ratio and Hedging, The BlackScholes Equation, RiskNeutral Valuation and Power Contracts.
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Latex for Financial Engineering Mathematics FormulaBrownian Motion Ito Lemma RiskNeutral Valuation
In this blog, we will summarize the latex code of most popular formulas and equations for Financial Engineering Formula and Equation (ContinuousTime Finance). We will cover important topics including Standard Brownian Motion (SBM), Geometric Brownian Motion (GBM), Ito Lemma, Stochastic Integrals, Solutions to Some Common SDEs, Brownian Motion Variation, Stock Prices as a GBM, Stock Prices are Lognormal, Sharpe Ratio and Hedging, The BlackScholes Equation, RiskNeutral Valuation and Power Contracts.

In this blog, we will summarize the latex code of most popular formulas and equations for Financial Engineering Formula and Equation part IForwards, Puts, and Calls. We will cover important topics including Forwards, PutCall Parity, Calls and Puts with Different Strikes, Calls and Puts Arbitrage, Call and Put Price Bounds, Varying Times to Expiration, Early Exercise for American Options, etc.

Latex for Financial Engineering Mathematics Formula MonteCarlo Simulations and Interest Rate Models
In this blog, we will summarize the latex code of most popular formulas and equations for Financial Engineering Formula and Equation MonteCarlo Simulations and Interest Rate Models. We will cover important topics including MonteCarlo Simulations, Bonds and Interest Rates, BlackDermanToy (BDT) model and CoxIngersollRoss (CIR) model.