Mathematical finance is the main source of modern quantitative modeling and calculation methods in the financial economy, which today is characterized by a wide involvement of innovative instruments called derivatives. To ensure the professional level of development and use of such products, highly cool specialists are needed in the theoretical and applied parts of this science with its current mathematical difficulties and abstractions, which are already difficult to give a short form either without prejudice to mathematical correctness, or without losing the breadth of coverage of the topic.