MIT 18.S096 Topics in Mathematics w Applications in Finance (English)

   Tuesday, December 17, 2024   

Starting a new Lecture Notes Series on MIT 18.S096 Topics in Mathematics w Applications in Finance

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MIT 18.S096 Topics in Mathematics w Applications in Finance By Lecture Notes together!

Lecture 1: 1. Introduction, Financial Terms and Concepts

Lecture 2: 2. Linear Algebra

Lecture 3: 3. Probability Theory

Lecture 4: 5. Stochastic Processes I

Lecture 5: 6. Regression Analysis

Lecture 6: 7. Value At Risk (VAR) Models

Lecture 7: 8. Time Series Analysis I

Lecture 8: 9. Volatility Modeling

Lecture 9: 10. Regularized Pricing and Risk Models

Lecture 10: 11. Time Series Analysis II

Lecture 11: 12. Time Series Analysis III

Lecture 12: 13. Commodity Models

Lecture 13: 14. Portfolio Theory

Lecture 14: 15. Factor Modeling

Lecture 15: 16. Portfolio Management

Lecture 16: 17. Stochastic Processes II

Lecture 17: 18. Itō Calculus

Lecture 18: 19. Black-Scholes Formula, Risk-neutral Valuation

Lecture 19: 20. Option Price and Probability Duality

Lecture 20: 21. Stochastic Differential Equations

Lecture 21: 23. Quanto Credit Hedging

Lecture 22: 24. HJM Model for Interest Rates and Credit

Lecture 23: 25. Ross Recovery Theorem

Lecture 24: 26. Introduction to Counterparty Credit Risk