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18.642 | Fall 2024 | Undergraduate

# Topics in Mathematics with Applications in Finance

#### Lecture Videos

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
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#### Lecture Notes

file
1 MB
18.642 (F24): Federal Data Analysis
pdf
522 kB
18.642 (F24): Lecture 01_1: Introduction. Financial Terms and Concepts. Bond Math
pdf
175 kB
18.642 (F24): Lecture 01_2: Using R/R Studio to Analyze Financial Time Series
pdf
704 kB
18.642 (F24): Lecture 02_1: Linear algebra
pdf
522 kB
18.642 (F24): Lecture 02_2: One-Period Financial Models
pdf
213 kB
18.642 (F24): Lecture 02_3: Instructions for Running Equal Weighted Portfolios.Rmd
pdf
656 kB
18.642 (F24): Lecture 04_1: Probability Theory
pdf
286 kB
18.642 (F24): Lecture 04_2: Probability Theory Applications
pdf
2 MB
18.642 (F24): Lecture 05: Stochastic processes I
pdf
658 kB
18.642 (F24): Lecture 06_1: Regression Analysis
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#### Problem Sets

pdf
249 kB
18.642 (F24): Principal Components Analysis in Finance Modeling the Dynamics of Interest Rates
pdf
254 kB
18.642 (F24): Problem Set 1
pdf
238 kB
18.642 (F24): Problem Set 2
pdf
251 kB
18.642 (F24): Problem Set 3
pdf
224 kB
18.642 (F24): Problem Set 4
pdf
202 kB
18.642 (F24): Problem Set 5
pdf
536 kB
18.642 (F24): Sample R Code
file
2 MB
18.642 (F24): Volatility Case Study R Markdown

## 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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