Pricing Futures and Options --- How Math is Used on Wall Stree

Professor Omar Hijab

Event Date
2000-11-14
Event Time
12:10 pm ~ 01:00 pm
Event Location
Student Lounge

Abstract:  In this talk, we'll describe what futures and options are, their uses and misuses, what kind of math is involved in their analysis, and the celebrated Black-Scholes formula that was worth a Nobel prize.