Topics in Mathematics with Applications in Finance
Linear regression, time-series econometrics, stochastic calculus, Itô's lemma, Black-Scholes option pricing, portfolio optimization, volatility modeling, and risk management.
Peter Kempthorne
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Chapters · Duration
18.S096 · Lec 11 · Peter Kempthorne · MIT
1:17:39
18.S096 · Lec 13 · Peter Kempthorne · MIT
1:24:55
18.S096 · Lec 14 · Peter Kempthorne · MIT
1:25:49
18.S096 · Lec 10 · Peter Kempthorne · MIT
1:23:48