Date:Wed, 03 May 2006
From:Chris Rycroft
Subject:Simple Person's Applied Math Seminar - Thursday, 5pm, 2-139
Hi all,

This week at SPAMS we have Sergiy Sidenko, who will be talking about 
topics in mathematical finance. The talk will be held at 5pm on 
Thursday in 2-139, and will be followed by Caribbean food in the 
Applied Math Common Room.

Hope to see you then,

Chris, Pak, Kevin,
The SPAMS Organizers.


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Title: A Simple Introduction to Stochastic Processes and Finance

Abstract: In this talk we will discuss basic topics widely used in 
mathematical finance such as the binomial model, martingales, 
brownian motion, and the Ito integral. In addition, we will consider 
some examples of option pricing, and, perhaps, get into the 
Black-Scholes model. No special background in probability is needed.

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