MIT 18.S096 Topics in Mathematics w Applications in Finance
5.0
(1)
18 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
MIT 18.S096 Topics in Mathematics w Applications in Finance
24 lessons
• 31.5 hours
MIT 18.S096 Topics in Mathematics w Applications in Finance
24 lessons
• 31.5 hours
- 1. Introduction, Financial Terms and Concepts01:00:30
- 2. Linear Algebra01:12:37
- 3. Probability Theory01:18:25
- 5. Stochastic Processes I01:17:41
- 6. Regression Analysis01:22:13
- 7. Value At Risk (VAR) Models01:21:15
- 8. Time Series Analysis I01:16:19
- 9. Volatility Modeling01:21:16
- 10. Regularized Pricing and Risk Models01:29:57
- 11. Time Series Analysis II01:23:48
- 12. Time Series Analysis III01:17:39
- 13. Commodity Models01:20:45
- 14. Portfolio Theory01:24:55
- 15. Factor Modeling01:25:49
- 16. Portfolio Management01:28:38
- 17. Stochastic Processes II01:15:59
- 18. Itō Calculus01:18:03
- 19. Black-Scholes Formula, Risk-neutral Valuation49:52
- 20. Option Price and Probability Duality01:20:29
- 21. Stochastic Differential Equations56:05
- 23. Quanto Credit Hedging01:37:37
- 24. HJM Model for Interest Rates and Credit01:47:16
- 25. Ross Recovery Theorem01:27:46
- 26. Introduction to Counterparty Credit Risk01:21:35
