Topics in Mathematics with Applications in Finance | Mathematics | MIT OpenCourseWare

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Mathematics

As Taught In

Fall 2024

Level

Undergraduate

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Lecture Videos

Lecture 1, Part I: Introduction of the Class

Lecture 1, Part II: Introduction of Financial Markets, Financial Terms and Concepts

Lecture 1, Part III: Bond “Mathematics”

Lecture 2: Linear Algebra

Lecture 4: Linear Algebra (cont.); Probability Theory

Lecture 5: Probability Theory (cont.); Stochastic Processes I

Lecture 6: Stochastic Processes I (cont.); Regression Analysis

Lecture 7: Linear Rates, Products, and Models

Lecture 8: Regression Analysis (cont.)

Lecture 9: Principal Component Analysis in Finance

Lecture 10: Counterparty Risk Optimization

Lecture 11: Regression Analysis (cont.)

Lecture 12: Time Series Analysis

Lecture 13: Portfolio Management

Lecture 14: Stochastic Processes II

Lecture 19: Volatility Modeling

Lecture 20: Building the First Federally (CFTC) Regulated Exchange Dedicated to Trading on Events

Lecture 21: Black-Scholes Formula, Risk Neutral Valuation

Lecture 23: Introduction to Machine Learning

Lecture 24: Stochastic Calculus

Lecture 25: Stochastic Calculus (cont.); Stochastic Differential Equations

Course Info

Instructors

Departments

Mathematics

As Taught In

Fall 2024

Level

Undergraduate

Topics

Learning Resource Types

Activity Assignments

Lecture Notes

Lecture Videos

Problem Sets

Projects

Readings

Download Course

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