Math 176. Math of Finance. Lecture 03.
UCI Math 176: Math of Finance (Fall 2014)
Lec 03. 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 January 14, 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/).
Видео Math 176. Math of Finance. Lecture 03. канала UCI Open
Lec 03. 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 January 14, 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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