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MATH AND THE MARKETS (SC 210)

SC 210 MATH AND THE MARKETS

How was the widespread use of mathematical models in securities markets involved in the crash of 2008? This class will consider that question from the viewpoint of trading in derivatives. The Nobel Prize winning model of Black and Scholes will be reviewed and its modern successors discussed.

What are derivatives and why are they important?
What is the mathematics underlying the derivatives models?
How are they supposed to work?

What went wrong in 2008? Did the models work as intended?
What lessons were learned?

Presenter: N. T. Gladd, Ph.D., Computational/theoretical plasma physics, University of Texas. Tom is an OLLI member who is one of the physicists recruited to Wall Street in the 1990s to apply their mathematical skills to trading in the derivatives markets, working in Citibank and Solomon Smith Barney. He retired from Wall Street in 2008 and is currently affiliated with a firm providing risk consulting.

Course Developer: N.T. Glass

Date/Time: Friday, October 23
10:00 AM - 12:00 Noon

Location: Woodbridge Village Center

Course Facilitator: Dorothea Blaine 949-651-1251
dblaine7@cox.net

Ruth Rosen 949-855-9512
rrros@aol.com

Dorothey Laine




When: Oct 23, 09 to Oct 23, 09;   1 meetings
Where: Woodbridge Village Center

Schedule


Date Day Start Time End Time Building
10/23/2009Friday10:00AM12:00PMWoodbridge Village Center




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