18.S096 | Fall 2013 | Undergraduate

Topics in Mathematics with Applications in Finance

Course Description

The purpose of the class is to expose undergraduate and graduate students to the mathematical concepts and techniques used in the financial industry. Mathematics lectures are mixed with lectures illustrating the corresponding application in the financial industry. MIT mathematicians teach the mathematics part while …
The purpose of the class is to expose undergraduate and graduate students to the mathematical concepts and techniques used in the financial industry. Mathematics lectures are mixed with lectures illustrating the corresponding application in the financial industry. MIT mathematicians teach the mathematics part while industry professionals give the lectures on applications in finance.
Learning Resource Types
Lecture Videos
Lecture Notes
Problem Sets
Instructor Insights
A flow diagram of a pricing model.
Pricing Model Diagram. (Image courtesy of Ivan Masyukov.)