Kevin Lin, University of Rochester
5:00 PM - 6:00 PM
Stochastic integrals are an important tool in probability theory, forming the foundation of the study of stochastic differential equations (SDEs). These equations have applications in a variety of fields, from finance and econometrics to studying biological and geological models. In this talk, I will introduce the stochastic integral and discuss applications to financial derivatives pricing.
Event contact: uyigit at ur dot rochester dot edu