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Course Info

Instructors:
  • Dr. Peter Kempthorne
  • Dr. Choongbum Lee
  • Dr. Vasily Strela
  • Dr. Jake Xia
Course Number:
  • 18.S096
Departments:
  • Mathematics
As Taught In: Fall 2013
Level: Undergraduate

Topics

  • Business
    Finance
  • Mathematics
    Applied Mathematics
    Probability and Statistics

Learning Resource Types

theaters Lecture Videos
notes Lecture Notes
assignment Problem Sets
co_present Instructor Insights
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Course Info
Topics in Mathematics with Applications in Finance
  • Syllabus

  • Calendar

  • Instructor Insights

  • Lecture Notes & Slides

  • Case Studies

  • Video Lectures

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Assignments

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ASSIGNMENTS DUE IN
Problem Set 1: Linear Algebra (PDF) Lecture 6
Problem Set 2: Probability Theory and Stochastic Process (PDF) Lecture 9
Problem Set 3: Regression Analysis (PDF) Lecture 11
Problem Set 4: Time Series Analysis (PDF) Lecture 12
Problem Set 5: Volatility Modeling (PDF) Lecture 15
Problem Set 6: Time Series II and Portfolio Theory (PDF) Lecture 18
Problem Set 7: Factor Modeling (PDF) Lecture 20
Problem Set 8: Stochastic Calculus (PDF) Lecture 22
Problem Set 9: Stochastic Differential Equations (PDF) Lecture 25

Course Info

Instructors:
  • Dr. Peter Kempthorne
  • Dr. Choongbum Lee
  • Dr. Vasily Strela
  • Dr. Jake Xia
Course Number:
  • 18.S096
Departments:
  • Mathematics
As Taught In: Fall 2013
Level: Undergraduate

Topics

  • Business
    Finance
  • Mathematics
    Applied Mathematics
    Probability and Statistics

Learning Resource Types

theaters Lecture Videos
notes Lecture Notes
assignment Problem Sets
co_present Instructor Insights
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