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

Course Info

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Mathematics

As Taught In

Fall 2013

Level

Undergraduate

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Lecture Notes

Black-Scholes Formula & Risk neutral valuation

Commodity Models

Factor Modeling

HJM Model for Interest Rates and Credit

Introduction & Financial Terms and Concepts

Introduction to Counterparty Credit Risk Conclusions

Itō calculus

Linear Algebra

Portfolio Management

Portfolio Theory

Probability Theory

Quanto Credit Hedging

Regression Analysis

Regularized Pricing and Risk Models

Ross Recovery Theorem

Stochastic Differential Equations

Stochastic Processes I

Stochastic Processes II

Time Series Analysis I

Time Series Analysis II

Time Series Analysis III

Value At Risk (VAR) Models

Volatility Modeling

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

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