A short introduction to mathematical finance
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- Discussion papers (FOR) 
We give a brief survey of some fundamental concepts, methods and results in the mathematics of finance. The survey covers the 3 topics Chapter 1: Markets and arbitrages. The one-period model. The multi-period model. The continuous time model. Chapter 2: Contingent claims and completeness. Hedging. Complete markets. Chapter 3: Pricing of contingent claims. The Black and Scholes formula.
PublisherNorwegian School of Economics and Business Administration. Department of Finance and Management Science