Denis Gorokhov

Professor

MIT

1 course · 1 total lecture · 2h recorded

Economics, Game Theory & Finance

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MIT 18.S096: Topics in Mathematics with Applications in Finance

MIT · 18.S09622 lectures · 29h

Economics·undergraduate

Topics in Mathematics with Applications in Finance

Prof. Peter Kempthorne, Jake Xia & Vasily Strela·MIT

Linear regression, time-series econometrics, stochastic calculus, Itô's lemma, Black-Scholes option pricing, portfolio optimization, volatility modeling, and risk management.

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Lecture 24: HJM Model for Interest Rates and Credit (18.S096)

18.S096 · Lec 22 · Denis Gorokhov · MIT

Denis Gorokhov MIT

1:47:16