Math 176: Math of Finance (English)
After reviewing tools from probability, statistics, and elementary differential and partial differential equations, concepts such as hedging, arbitrage, Puts, Calls, the design of portfolios, the derivation and solution of the Blac-Scholes, and other equations are discussed.
The notes for this course, Math 176, Mathematics of Finance, have been published as a book. See below for complete information.
Mathematics Dept. | Physical Sciences Sch. | University of California, Irvine
Keywords: Math,Saari,Finance,probability and statistics,differetial equations,partial differential equations,hedging,arbitrage,Puts and Calls,portfolio design,Blac-Sholes
- Donald Saari Ph.D.
Math 176: Math of Finance by Donald Saari is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.