Math 176. Lecture 13. Math of Finance (English)


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UCI Math 176: Math of Finance (Fall 2014)
Lec 13. Math of Finance
View the complete course: http://ocw.uci.edu/courses/math_176_math_of_finance.html
Instructor: Donald Saari, Ph.D.

License: Creative Commons CC-BY-SA
Terms of Use: http://ocw.uci.edu/info
More courses at http://ocw.uci.edu

Description: UCI Math 176 covers the following topics: reviewing of 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.

Recorded on February 25, 2014

Required attribution: Saari, Donald. Math 176 (UCI OpenCourseWare: University of California, Irvine), http://ocw.uci.edu/courses/math_176_math_of_finance.html. [Access date]. License: Creative Commons Attribution-ShareAlike 4.0 United States License.


Author:
Donald Saari
Title:
Professor
Department:
Mathematics

Creative Commons License
Math 176: Math of Finance by Donald Saari is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.

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