Financial Mathematics (MIT)
4.0
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33 learners
What you'll learn
This course includes
- 31.5 hours of video
- Certificate of completion
- Access on mobile and TV
Course content
1 modules • 24 lessons • 31.5 hours of video
Financial Mathematics (MIT)
24 lessons
• 31.5 hours
Financial Mathematics (MIT)
24 lessons
• 31.5 hours
- 1. Introduction, Financial Terms and Concepts 01:00:30
- 2. Linear Algebra 01:12:37
- 3. Probability Theory 01:18:25
- 5. Stochastic Processes I 01:17:41
- 6. Regression Analysis 01:22:13
- 7. Value At Risk (VAR) Models 01:21:15
- 8. Time Series Analysis I 01:16:19
- 9. Volatility Modeling 01:21:16
- 10. Regularized Pricing and Risk Models 01:29:57
- 11. Time Series Analysis II 01:23:48
- 12. Time Series Analysis III 01:17:39
- 13. Commodity Models 01:20:45
- 14. Portfolio Theory 01:24:55
- 15. Factor Modeling 01:25:49
- 16. Portfolio Management 01:28:38
- 17. Stochastic Processes II 01:15:59
- 18. Itō Calculus 01:18:03
- 19. Black-Scholes Formula, Risk-neutral Valuation 49:52
- 20. Option Price and Probability Duality 01:20:29
- 21. Stochastic Differential Equations 56:05
- 23. Quanto Credit Hedging 01:37:37
- 24. HJM Model for Interest Rates and Credit 01:47:16
- 25. Ross Recovery Theorem 01:27:46
- 26. Introduction to Counterparty Credit Risk 01:21:35
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