Event Title:

Mathematics in the Finance Industry"

Speaker:

Dr. Seema Nanda

Affiliation:

Institute for Environmental Modeling,
University of Tennessee,
KNOXVILLE.

Abstract/Brief Description:

This is a brief survey of the use of mathematics in the finance industry. I will introduce some basic terminology, describe the concept of arbitrage pricing and derive the Black- Scholes equations for a vanilla option on an underlying stock. The concept of hedging will be introduced. Pricing of basic fixed income instruments will also be discussed.

Subject Area:

Mathematics

Date:

Monday October 18, 2004

Time:

4:00 PM

Venue:

Lecture Hall - I, Dept. of Mathematics, IISc.

 


Contact: +91 (80) 2293 2711, +91 (80) 2293 2265 ;     E-mail: chair.math[at]iisc[dot]ac[dot]in
Last updated: 29 Mar 2024