Mathematical Finance Lecture Notes

A first draft of the english version of "Mathematical Finance" is available on my home page. Chapters which are not yet translated will be given in German. I will add more translations depending on my spare time.

The book arose from my lecture notes for the lectures on mathematical finance held at University of Mainz and University of Frankfurt. It tries to give a balanced representation of the theoretic foundations, state of the art models, which are actually used in practice and their implementation.

For more information see