University of Minnesota
School of Mathematics
School of Mathematics         Möbius Transformations Revealed is a short video by Douglas Arnold and Jonathan Rogness which depicts the beauty of Möbius transformations and shows how moving to a higher dimension reveals their essential unity.   Yamabe Memorial Symposium on Geometry and Low-Dimensional Topology
    math.umn.edu / finmath / seminar / Materials / abstrY06M11D27bemis
 

Ito's Lemma and Deriving the Black-Scholes PDE

To derive the Black-Scholes PDE the topics of self-financing portfolios, replicating portfolios, and Ito's Lemma will be developed as necessary. After this groundwork is established, the PDE will be shown to be a simple consequence of Ito's Lemma applied to a clever portfolio.

 

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