# Financial Mathematics

> Quantitative finance, option pricing, risk management, and financial modeling

- Skill: `neuralblitz/financial-mathematics` (Agent Skill)
- Install (CLI): `npx skillmds@latest add neuralblitz/financial-mathematics`
- Raw SKILL.md: https://api.skillmd.com/api/skills/neuralblitz/financial-mathematics/raw
- Safety review: pending
- Works with: Claude Code, Claude.ai, OpenAI Codex
- Category: Coding & Dev Tools
- License: MIT
- Author: NeuralBlitz (https://skillmd.com/u/neuralblitz)
- Updated: 2026-09-17
- Page: https://skillmd.com/skills/neuralblitz/financial-mathematics

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## What I do
- Model financial instruments and markets
- Price options and derivatives
- Assess and manage financial risk
- Apply stochastic methods to finance

## When to use me
When working on quantitative finance or financial engineering.

## Key Concepts
- Black-Scholes model
- Option pricing
- Risk metrics (VaR, CVaR)
- Interest rate models
- Credit risk
- Portfolio optimization
- Stochastic control