Thread: Financial Mathematics and Newbie

Hello everyone. I'm new here, and I couldn't find a more appropriate place to post the query I had so I hope it doesn't belong anywhere else.

Basically I want to know if anyone can help me with the following(these are just general topics, not specific questions) :

(1) Stochastic Differential Equations and using them to model financial time series.

(2) Monte Carlo methods to solve problems such as option pricing and value at risk

(3) Numerical Optimisation.

Does anyone on this forum know much about these? There seems to be an extensive range of mathematical fields and topics, but I haven't seen anything involving the topics I posted above. If someone knows anything about these can you please let me know.

Thank-you

It won't hurt to try. Post a real problem and let's see. Don't forget to include all necessary information and a healthy sampling of your own thoughts and work. Of course, if it's part of your actuarial exams, this will not be taken lightly at the SOA.