Brainscape's Knowledge GenomeTM


Top Flashcards (Certified)
All Flashcards

KCL Mathematical Finance

This class was created by Brainscape user tyrion lannister. Visit their profile to learn more about the creator.

By: tyrion lannister
Start Studying

Decks in this class (11)

Week 1
What is an option 1,
Difference between american and e...,
General formula for call option 3
12  cards
Week 2
In binomial 2 asset market what i...,
Denote expected value of ratio of...,
Defining characteristic of martin...
9  cards
Week 3
Definition of arbitrage in multip...,
Self financing portfolio definiti...,
No arbitrage in multiperiod binom...
17  cards
Week 4
Typical graph of call option valu...,
Typical graph of put option value...
2  cards
Week 5
Requirement for no abritrage with...,
Adapt binomial pricing algorithm ...,
Consequences of being able to exe...
13  cards
Week 6
A stochastic process is a marting...,
Show that brownian motion is a ma...,
Define a general ode and rewrite ...
11  cards
Week 7
Do not 1,
Exam will definitely have 2,
Stochastic process x is said to b...
10  cards
Week 8
Tower property 1,
Derive feynman kac formula 2,
Model stock price with bs 3
9  cards
Week 9
Derive delta of an option 1,
Hedging error 2,
Calculating implied vol 3
4  cards
Week 10
Compute option price from expecta...,
Steps for monte carlow option pri...,
Advantages disadvantages of monte...
9  cards
Exam Notes
Compute the risk neutral branchin...,
When integrating to compute call ...,
When calculating moments of w let...
4  cards

More about
KCL Mathematical Finance

  • Class purpose General learning

Learn faster with Brainscape on your web, iPhone, or Android device. Study tyrion lannister's KCL Mathematical Finance flashcards now!

How studying works.

Brainscape's adaptive web mobile flashcards system will drill you on your weaknesses, using a pattern guaranteed to help you learn more in less time.

Learn more about spaced repetition

Add your own flashcards.

Either request "Edit" access from the author, or make a copy of the class to edit as your own. And you can always create a totally new class of your own too!

What's Brainscape anyway?

Brainscape is a digital flashcards platform where you can find, create, share, and study any subject on the planet.

We use an adaptive study algorithm that is proven to help you learn faster and remember longer....

Looking for something else?

KCL Intermediate Microeconomics
  • 23 decks
  • 450 flashcards
  • 2 learners
Decks: 1 The Consumer Problem, 1b Budget Constraint, 2 The Demand Curve, And more!
AQA Mathematics
  • 68 decks
  • 1501 flashcards
  • 63 learners
Decks: Trigonometry 1, Trigonometry 2, Trigonometry 3, And more!
Financial Mathematics
  • 12 decks
  • 305 flashcards
  • 30 learners
Decks: Time Value Of Money, Annuities, Loans, And more!
Financial Accounting Reporting
  • 28 decks
  • 1583 flashcards
  • 9 learners
Decks: Financial Statements, Basic Concepts Financial Statements, Income Statements Items, And more!
Find Flashcards
Make Flashcards
Brainscape helps you reach your goals faster, through stronger study habits.
© 2025 Bold Learning Solutions. Terms and Conditions