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18.642 | Fall 2024 | Undergraduate

# Topics in Mathematics with Applications in Finance

Andrew Gunstensen, head of quantitative strategies at Mizuho in New York and MIT PhD in Geophysics, delivers an insightful and comprehensive talk on linear interest rate products, focusing on fundamentals, market structure, valuation, hedging, and electronic trading. He covers the basics of interest rates and their significance as the largest and most liquid financial markets, the transition from LIBOR to SOFR after the 2008 financial crisis, and the complexities of discounting, yield curve construction, and swap valuation.

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## 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

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