Math 176. Math of Finance. Lecture 02

UCI Math 176: Math of Finance (Fall 2014)
Lec 02. Math of Finance
View the complete course: http://ocw.uci.edu/courses/math_176_math_of_finance.html
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 January 9, 2014

The notes for this course, Math 176, Mathematics of Finance, have been published as a book:
Saari, Donald G. (2019). Mathematics of Finance: An Intuitive Introduction. Springer.
ISBN-10: 3030254429
ISBN-13: 978-3030254421
This book is copyrighted and is not covered by a Creative Commons license.

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. (http://creativecommons.org/licenses/by-sa/4.0/).

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