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).