## Mathematical Foundations of Finance

The script by Walter Farkas and Martin Schweizer can be bought from the assistants. Additional material for the lecture course in form of slides, R-scripts or references to the literature can be found on this page.

- Some slides introducing basic concepts of mathematical Finance and interest rate markets can be found
**here**.
- Information on the legacy and impact of Louis Bachelier you can find at the Bachelier Society's webpage on
**Louis Bachelier**. His thesis can be found **here**.
- Download the texmacs file arbitrage.tm simulating an innocent looking three dimensional market situation with arbitrage. To run the code install R, the R-project for statistical computing, on your computer, link it with Texmacs, a very useful teaching interface for tex, octave, scilab and sage, and load the arbitrage.tm file into texmacs.
- Some lectures notes on mathematical finance for discrete and continuous time markets can be found here. All important concepts for discrete markets can be found there.
- Please read here, where the Stochastic Finance Group of ETHZ clarifies several unjustified assertions on mathematical Finance in NZZ.