Math 176. Lecture 13. Math of Finance (English)
Recorded: February 25, 2014
Course Description: 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.
Required attribution: Saari, Donald. Math 176 (UCI Open: University of California, Irvine), http://open.uci.edu/courses/math_176_math_of_finance.html. [Access date]. License: Creative Commons Attribution-ShareAlike 4.0 United States License.
- Donald Saari
Math 176: Math of Finance by Donald Saari is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.