Quantitative finance, resources etc

[TrueTears]

For those finance enthusiasts, post any good resources, fun topics related to finance here!

Firstly, for those who love quantitative finance, here are some stuff to read

Attached:

1. A overview proof of the famous Black-Merton options pricing model.
2. A good discussion regarding modern portfolio theory.
3. Introduction to utility theory.
4. Expected utility theory.

More to come!

[zzdfa]

here's the lecture notes from mth3251/etc3510 financial maths. Covers martingales, brownian motion, stochastic calculus, black scholes model, arbitrage pricing.

[TrueTears]

wow nice, are you doing that unit next sem zzdfa?

[zzdfa]

nah, did it semester 1, it was a good introduction to mathematical finance. Things like fundamental theorem of arbitrage were interesting, and the stuff on brownian motion and martingales were all new to me (never done probability before).

[TrueTears]

here's a good read