Blog de la Biblioteca de Matemàtiques

Blog de la Biblioteca de Matemàtiques de la Universitat de Barcelona

SIMBa: An approach to Mathematical Finance

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Dimarts 21 de febrer se celebrarà una nova sessió del Seminari Informal de Matemàtiques de Barcelona.

Speaker: David Ruiz
UniversitatUniversitetet i Oslo

Data: dimarts 21 de febrer de 2012
Hora: 17:15, cafè i galetes; 17:30, inici

Lloc: Aula IMUB (al terrat), Facultat de Matemàtiques de la Universitat de Barcelona.

Títol: An approach to Mathematical Finance
Resum: Mathematics has become a very important tool for the good management of the economy of a financial or insurance company and the correct way of pricing financial instruments is also of relevance, as well as the good way to manage with the risk of a strategy when investing in a financial market.
In this talk we will have a preliminary introduction on financial concepts such as, financial market, self-financing portfolio, financial contract, the concept of risk, and more. We will also introduce the Black-Scholes-Merton model.

Then, we will talk about pricing theory and introduce a way to price financial contracts following what is known as the arbitrage-free principle. We will explain the concept of arbitrage and show some formulas to price financial options. We will also try to introduce the change of numéraire technique.

Si voleu rebre informació dels propers seminaris us podeu subscriure a la llista de correu. Si voleu contactar amb els responsables podeu escriure un missatge a simba(at)imub(dot)ub(dot)es

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