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In this chapter, we will give some background on mathematical finance, or, to be precise, on the mathematical theory that lies behind derivative pricing. Since the 1980s, financial mathematics has become a huge field of applied mathematics that uses methods from many other branches of mathematics, most notably from probability theory. The reliance on probability theory provides us with a wealth of applications for simulation techniques.

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Basics of Financial Mathematics

  • 章节

  • 发表日期：

    2026年

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  • Gunther Leobacher,
  • Friedrich Pillichshammer

摘要

In this chapter, we will give some background on mathematical finance, or, to be precise, on the mathematical theory that lies behind derivative pricing. Since the 1980s, financial mathematics has become a huge field of applied mathematics that uses methods from many other branches of mathematics, most notably from probability theory. The reliance on probability theory provides us with a wealth of applications for simulation techniques.