UCI Open Math 176. Math of Finance. Lecture 14.

UCI Math 176: Math of Finance (Fall 2014)
Lec 14. Math of Finance
View the complete course: http://ocw.uci.edu/courses/math_176_m...
Instructor: Donald Saari, Ph.D.

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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 March 4, 2014

Required attribution: Saari, Donald. Math 176 (UCI OpenCourseWare: University of California, Irvine), http://ocw.uci.edu/courses/math_176_m.... [Access date]. License: Creative Commons Attribution-ShareAlike 4.0 United States License. ( http://creativecommons.org/licenses/b...).

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Math 176. Math of Finance. Lecture 14.
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