February 19: Louis Riel Day (University Closed)

February 19 – February 23: Reading Week (No classes)

Xiaochang Wang

Date: | Thursday, February 15, 2018 |
---|

We will introduce the basic theory of the Brownian motion and its several properties which are related to the stochastic integral at first. Then we will combine the classical Black-Scholes model with the Brownian motion and derive the pricing formula of the European options in the Black-Scholes model.

Important Dates

February 19: Louis Riel Day (University Closed)

February 19 – February 23: Reading Week (No classes)

Upcoming Exam

**
MATH 1500
Midterm
**

Thursday, March 1
at
5:40 p.m.

Upcoming Seminars

Combinatorics seminar:

**Shonda Gosselin**:
*Metric Dimension of Circulant Graphs and Cayley Hypergraphs*

Friday, March 9 at 15:30,
415 Machray Hall.

Combinatorics seminar:

**Ben Li**:
*TBA*

Friday, March 16 at 15:30,
415 Machray Hall.

Colloquium talk:

**Hadrien Montanelli**:
*Pattern formation on the sphere*

Friday, March 23 at 14:30,
418 Machray Hall.