Black-Scholes Equation 
Black-Scholes Equation
by MIT / Gilbert Strang
Video Lecture 14 of 29
Copyright Information: Gilbert Strang, 18.086 Mathematical Methods for Engineers II, Spring 2006. (MIT OpenCourseWare: Massachusetts Institute of Technology), (Accessed October 2, 2009). License: Creative commons BY-NC-SA
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Date Added: September 19, 2008

Lecture Description

Financial Mathematics / Black-Scholes Equation

Course Index

Course Description

This graduate-level course is a continuation of Mathematical Methods for Engineers I (18.085). Topics include numerical methods; initial-value problems; network flows; and optimization.


Tags: Math, Math Engineering


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