Tel Aviv University - Applied Mathematics Seminar
 
Date:       Tuesday May 07, 2013, 15:10
 
Place:      Schreiber Bldg, Room 309
 
Speaker: Uri Itai
 
Title: Introduction to option pricing
 
Abstract:
 
In recent years the field of mathematical finance has attracted a lot
of attention from both traders and mathematicians. In 1973 Black and
Scholes introduced the "no arbitrage principle" and deduced from it
the Black-Scholes formula. In this introductory talk we will
introduce the basic structure of the options' market, explain the "no
arbitrage principle" and deduce the Black-Scholes equation and
formula.
 
This is a tutorial talk on the topic. No prior knowledge is required.
 
Webpage of the applied mathematics seminar:
 <https://sites.google.com/site/tauamathseminar/>
 
______________________________________________________________________
Dr. Yoel Shkolnisky
Department of Applied Mathematics
School of Mathematical Sciences        phone:  972-3-640-8705
Tel Aviv University,                   fax  :  972-3-640-9357
Tel Aviv, 69978 Israel                 email:   <yoelsh@post.tau.ac.il>
______________________________________________________________________
 
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Technion Math Net-2 (TECHMATH2)
Editor: Michael Cwikel   <techm@math.technion.ac.il> 
Announcement from: Yoel Shkolnisky   <yoelsh@post.tau.ac.il>