Room 505, Cosmology Building, NTU
Speaker(s):
Ju-Yi Yen (University of Cincinnati)
Organizer(s):
Lung-Chi Chen (National Chengchi University)
1. Date & Time
June 15, 16, 19, 20 and 21, 10:00-12:00
2. Course Outline & Descriptions
This course gives an introductory presentation of functionals of Brownian motion and related processes with their applications in finance. It is targeted at the advanced undergraduate and beginning graduate students in applied mathematics and financial engineering.
3. Prerequisite
multivariate calculus, linear algebra, intro to probability, some advanced calculus
4. Registration
https://forms.gle/L3BKb1gTAfdycFGZ9
Contact:
Murphy Yu (murphyyu@ncts.tw)
Poster: events_3_2792306035010146529.pdf
