题  目： Introduction of quantitative finance

报告人： Dr. Xin Guo, Associate Professor/Head Graduate Advisor

              Department of Industrial Engineering and Operations Research, University of California at Berkeley

时  间： 6月5日 14:30-17:30，6月6日~6月8日 8:30~11:30/14:30~17:30

地  点： 5507教室

摘  要： A mini course on financial concepts useful for mathematicians and engineers that will cover, among other topics, those of arbitrage, Brownian motion, Ito's calculus, options pricing, and portfolio optimization. The Black-Scholes option-pricing formula will be derived and studied. Time permitting, stochastic simulation ideas will be introduced and used to obtain the risk-neutral prices for certain types of exotic options.

主办单位:

我校管理学院

365英国上市官网

国家数学与交叉科学中心合肥分中心

欢迎感兴趣的师生参加！