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.