Math 176. Lecture 13. Math of Finance (English)
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.
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.
- Donald Saari
Math 176: Math of Finance by Donald Saari is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.