图 书 馆
数学176. 03讲座. 金融数学Math 176. Lecture 03. Math of Finance |
|
| 课程网址: | http://ocw.uci.edu/lectures/math_176_lecture_03_math_of_finance.h... |
| 主讲教师: | Donald Saari |
| 开课单位: | 加州大学尔湾分校 |
| 开课时间: | 2014-01-14 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | Recorded: January 14, 2014 Terms of Use: [url] Lecture 3 Course Description: After reviewing tools from probability, statistics, and elementary differential and partial differential equations, concepts suc[url] as [url]edging, arbitrage, Puts, Calls, t[url]e design of portfolios, t[url]e derivation and solution of t[url]e Blac-Sc[url]oles, and ot[url]er equations are discussed. Required attribution: Saari, Donald. Mat[url] 176 (UCI Open: University of California, Irvine), [url]ttp://open.uci.edu/courses/mat[url]_176_mat[url]_of_finance.[url]tml. [Access date]. License: Creative Commons Attribution-S[url]areAlike 4.0 United States License. |
| 关 键 词: | 概率; 统计工具; 微分和偏微分方程; 投资组合 |
| 课程来源: | 加利福尼亚大学欧文分校公开课 |
| 最后编审: | 2017-09-25：cmh |
| 阅读次数: | 29 |