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18.642 | Fall 2024 | Undergraduate

# Topics in Mathematics with Applications in Finance

video
34 MB
Lecture 1, Part I: Introduction of the Class
video
61 MB
Lecture 1, Part II: Introduction of Financial Markets, Financial Terms and Concepts
video
40 MB
Lecture 1, Part III: Bond “Mathematics”
video
149 MB
Lecture 2: Linear Algebra
video
172 MB
Lecture 4: Linear Algebra (cont.); Probability Theory
video
155 MB
Lecture 5: Probability Theory (cont.); Stochastic Processes I
video
116 MB
Lecture 6: Stochastic Processes I (cont.); Regression Analysis
video
151 MB
Lecture 7: Linear Rates, Products, and Models
video
148 MB
Lecture 8: Regression Analysis (cont.)
video
156 MB
Lecture 9: Principal Component Analysis in Finance
video
137 MB
Lecture 10: Counterparty Risk Optimization
video
167 MB
Lecture 11: Regression Analysis (cont.)
video
140 MB
Lecture 12: Time Series Analysis
video
130 MB
Lecture 13: Portfolio Management
video
136 MB
Lecture 14: Stochastic Processes II
video
142 MB
Lecture 19: Volatility Modeling
video
68 MB
Lecture 20: Building the First Federally (CFTC) Regulated Exchange Dedicated to Trading on Events
video
178 MB
Lecture 21: Black-Scholes Formula, Risk Neutral Valuation
video
101 MB
Lecture 23: Introduction to Machine Learning
video
155 MB
Lecture 24: Stochastic Calculus
video
157 MB
Lecture 25: Stochastic Calculus (cont.); Stochastic Differential Equations

## Course Info

##### Instructors

- Dr. Peter Kempthorne
- Dr. Vasily Strela
- Dr. Jake Xia

##### Departments

- Mathematics

##### As Taught In

Fall 2024

##### Level

Undergraduate

##### Topics

- Business
  - Finance
- Mathematics
  - Applied Mathematics
  - Probability and Statistics

##### Learning Resource Types

notes Lecture Notes
theaters Lecture Videos
assignment Problem Sets
assignment Activity Assignments
group_work Projects
Readings

Browse Resources

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