Mathematical Foundations for Finance

February 6, 2026

The following notes were taken during January 2026, while studying for the course Mathematical Foundations for Finance by Prof. Dr. Martin Schweizer at ETH Zurich.

The notes may be incomplete and contain imprecisions; in particular, the mathematical and theoretical aspects are frequently omitted. Refer to the Course Official Website for any need.

All the following PDFs were handwritten by me without the use of any AI tool.

Notes and Summary [DOWNLOAD PDF]
Cheatsheet and Useful Formulas [DOWNLOAD PDF]

Feel free to read, download and reach out for any comment.


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Giacomo