| Title: | Random Walks and Ito Calculus with Applications to Finance |
| Speaker: | Darren E. Mason Professor Mathematics & Computer Science Albion College Albion, MI |
| Abstract: | Rational pricing of many financial products rely on mathematical modeling of random phenomena (e.g. the time evolution of a stock price). In this talk I will discuss the fundamental ideas of random walks, Brownian motion, and Ito Calculus, with applications actuarial science and finance. This presentation also serves as a nice introduction to what can be expected by students in the last portion of the topics course Math 389 being offered in Spring 2019. |
| Location: | Palenske 227 |
| Date: | 11/29/2018 |
| Time: | 3:30 PM |
@abstract{MCS:Colloquium:DarrenEMason:2018:11:29,
author = "{Darren E. Mason}",
title = "{Random Walks and Ito Calculus with Applications to Finance}",
address = "{Albion College Mathematics and Computer Science Colloquium}",
month = "{29 November}",
year = "{2018}"
}