18.S096 | Fall 2013 | Undergraduate

Topics in Mathematics with Applications in Finance

Video Lectures

Lecture 15: Factor Modeling

Description: This lecture describes factor modeling, featuring linear, macroeconomic, fundamental, and statistical factor models, and principal components analysis.

Instructor: Dr. Peter Kempthorne

Course Info

As Taught In
Fall 2013
Learning Resource Types
Lecture Videos
Lecture Notes
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