Mathematics Colloquium
3:00 p.m.
Math Annex 1100
Satish Reddy
Quadrus Financial Technologies Inc.
Introduction to Options and their Valuation
The purpose of this talk is to give a general
audience an introduction
to what financial options are and how they are
valued. In particular, I will cover: (1) Examples of options,
(2) a mathematical framework for
valuing options, and (3) an overview of numerical
methods for valuing options.
Refreshments will be served at 2:45 p.m. in Faculty Lounge,
Math Annex (Room 1115).
