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

Course Info

Instructors

Departments

Mathematics

As Taught In

Fall 2013

Level

Undergraduate

Topics

Learning Resource Types

Lecture Videos

Lecture Notes

Problem Sets

Instructor Insights

Download Course

Assignments

Problem Set 1: Linear Algebra

Problem Set 2: Probability Theory and Stochastic Process

Problem Set 3: Regression Analysis

Problem Set 4: Time Series Analysis

Problem Set 5: Volatility Modeling

Problem Set 6: Time Series II and Portfolio Theory

Problem Set 7: Factor Modeling

Problem Set 8: Stochastic Calculus

Problem Set 9: Stochastic Differential Equations

Course Info

Instructors

Departments

Mathematics

As Taught In

Fall 2013

Level

Undergraduate

Topics

Learning Resource Types

Lecture Videos

Lecture Notes

Problem Sets

Instructor Insights

Download Course

MIT Open Learning

Over 2,500 courses & materials

Freely sharing knowledge with learners and educators around the world. Learn more

© 2001–2024 Massachusetts Institute of Technology

Accessibility

Creative Commons License

Terms and Conditions

Proud member of:

© 2001–2024 Massachusetts Institute of Technology