Just in case anyone is …

Just in case anyone is interested in the finance bits and pieces on the mathematics of finance: Wikipedia's articles on the Ito formula and Black-Scholes give you a brief overview of the mathematical tools. Oh by the way: I should have mentioned that the comments on LCTM included a grossly exaggregated sarcasm.

To those of you who were not attending today's lecture: no, the above is absolutely not relevant to this course's curriculum, it was rather an anecdote on differential equations, before we start on something completely different on Wednesday.

Published Sep. 24, 2007 7:58 PM - Last modified Dec. 3, 2007 2:08 PM