Derivatives

This is an introductory course on options and other financial derivatives, and their applications to risk management. We will start with defining derivatives and options, continue with discrete-time, binomial tree models, and then develop continuous-time, Brownian Motion models. A basic introduction to Stochastic, Ito Calculus will be given. The [...]

We live in a multivariable world. Explore the derivative in higher dimensions and learn how to apply it to solve real world problems. Part 1 of 3. Variables are all around us: temperature, altitude, location, profit, color, and countless others. Multivariable Calculus is the tool of choice to shed [...]

Learn fundamental concepts of single-variable calculus and ordinary differential equations, as well as their applications in engineering fields. Apply mathematical skills to model and solve engineering problems.