Videos

MSRI-UP 2011: Mathematical Finance, presentation 1

Presenters
July 22, 2011
SLMath
Keywords:
  • mathematical finance
  • Brownian motion
  • stochastic PDE
  • stochastic model
  • geometric Brownian motion
  • Ornstein-Uhlenbeck process
MSC:
  • 91B28
  • 91Bxx
  • 91-xx
  • 91B24
  • 91B70
  • 91B62
MSRI-UP 2011: Mathematical Finance, presentation 1 Thumbnail
Play Video
Abstract
The MSRI-UP summer program is designed for undergraduate students who have completed two years of university-level mathematics courses and would like to conduct research in the mathematical sciences.
Abstract