MSCS Graduate Student Seminar

Fall 2000

October 13

SPEAKER: Charles Tier
TITLE: Some Ins and Outs of Financial Derivatives
ABSTRACT: Financial derivatives are a multi-trillion dollar component of today's financial markets and often play a key role in complicated financial transactions. Because of their importance, the study of financial derivatives has grown dramatically. We present an overview of financial derivatives. An understanding of their behavior requires mathematical tools from areas such as probability theory and the theory of partial differential equations.