• ## Latex for Financial Engineering Mathematics Formula-Brownian Motion Ito Lemma Risk-Neutral Valuation

rockingdingo 2023-05-21 #financial engineering #mathematics #finance

In this blog, we will summarize the latex code of most popular formulas and equations for Financial Engineering Formula and Equation (Continuous-Time 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 Black-Scholes Equation, Risk-Neutral Valuation and Power Contracts.

• ## Latex for Financial Engineering Mathematics Formula Monte-Carlo Simulations and Interest Rate Models

rockingdingo 2023-05-21 #financial engineering #mathematics #finance

In this blog, we will summarize the latex code of most popular formulas and equations for Financial Engineering Formula and Equation Monte-Carlo Simulations and Interest Rate Models. We will cover important topics including Monte-Carlo Simulations, Bonds and Interest Rates, Black-Derman-Toy (BDT) model and Cox-Ingersoll-Ross (CIR) model.

• ## Latex for Financial Engineering Mathematics Formula and Equations (Continuous-Time Finance)

rockingdingo 2023-05-14 #Financial Engineering #Mathematics #Finance

In this blog, we will summarize the latex code of most popular formulas and equations for Financial Engineering Formula and Equation (Continuous-Time 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 Black-Scholes Equation, Risk-Neutral Valuation and Power Contracts.