Math&stat有咩topic可以應用o係finance?

compound interest, sink fund, and annuity

present value and amortisation

payback period, net present value, profitability index, internal rate of return

mean-variance portfolio theory, Markowitz model, efficient frontier

capital asset pricing model, arbitrage pricing theory, utility theory

forward contract, future, swap contract, call option, put option

bull spread, collar, straddle, strangle, butterfly, ratio spread

bond

binomial option, risk-neutral pricing, random walk model

Black-Scholes formula, option Greeks, implied volatility

delta hedging

Brownian motion and Ito's lemma

最多是應用在衍生工具的風險評估及價錢計算上. 風險系數及機率 的 計算可以影響好大, 設計出來的衍生產品可以令公司發逹或執笠.