Topics in Mathematics with Applications in Finance
Lecture 1: Introduction, Financial Terms and Concepts
Lecture 2: Linear Algebra
Lecture 3: Probability Theory
Lecture 5: Stochastic Processes I
Lecture 6: Regression Analysis
Lecture 7: Value At Risk (VAR) Models
Lecture 8: Time Series Analysis I
Lecture 9: Volatility Modeling
Lecture 10: Regularized Pricing and Risk Models
Lecture 11: Time Series Analysis II
Lecture 12: Time Series Analysis III
Lecture 13: Commodity Models
Lecture 14: Portfolio Theory
Lecture 15: Factor Modeling
Lecture 16: Portfolio Management
Lecture 17: Stochastic Processes II
Lecture 18: Itō Calculus
Lecture 19: Black-Scholes Formula, Risk-neutral Valuation
Lecture 20: Option Price and Probability Duality
Lecture 21: Stochastic Differential Equations
Lecture 23: Quanto Credit Hedging
Lecture 24: HJM Model for Interest Rates and Credit
Lecture 25: Ross Recovery Theorem
Lecture 26: Introduction to Counterparty Credit Risk
Don't show me this again
This is one of over 2,400 courses on OCW. Explore materials for this course in the pages linked along the left.
MIT OpenCourseWare is a free & open publication of material from thousands of MIT courses, covering the entire MIT curriculum.
No enrollment or registration. Freely browse and use OCW materials at your own pace. There's no signup, and no start or end dates.
Knowledge is your reward. Use OCW to guide your own life-long learning, or to teach others. We don't offer credit or certification for using OCW.
Made for sharing. Download files for later. Send to friends and colleagues. Modify, remix, and reuse (just remember to cite OCW as the source.)
Learn more at Get Started with MIT OpenCourseWare