mathematics of finance

From ancient times, a socially significant application of mathematicshas been in accounting. This entry points to places onPlanetMath which deal with this topic.

1. interest

2. simple interest

3. compound interest, continuously compounded

4. interest rate

5. effective interest rate

6. instantaneous effective interest rate

7. present value, net present value

8. coupon rate

9. rate of return

10. yield rate, yield curve

11. force of interest

12. annuity

13. perpetuity

14. call option, put option,

15. American option, European option

16. arbitrage, the arbitrage theorem

17. risk neutral

18. Black-Scholes formula

19. capital asset pricing model (CAPM)