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, Jake Xia & Vasily Strela
MIT Mathematics & Wall Street Practitioners
Courses by Peter Kempthorne, Jake Xia & Vasily Strela
Complete university lecture series taught by Peter Kempthorne, Jake Xia & Vasily Strela.
All lectures by Peter Kempthorne, Jake Xia & Vasily Strela
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Chapters · Duration
18.S096 · Lec 3 · Peter Kempthorne, Jake Xia & Vasily Strela · MIT
1:18:25
18.S096 · Lec 1 · Peter Kempthorne, Jake Xia & Vasily Strela · MIT
1:00:30
18.S096 · Lec 4 · Peter Kempthorne, Jake Xia & Vasily Strela · MIT
1:17:41
18.S096 · Lec 6 · Peter Kempthorne, Jake Xia & Vasily Strela · MIT
1:21:15
18.S096 · Lec 2 · Peter Kempthorne, Jake Xia & Vasily Strela · MIT
1:12:36
18.S096 · Lec 7 · Peter Kempthorne, Jake Xia & Vasily Strela · MIT
1:16:19
18.S096 · Lec 5 · Peter Kempthorne, Jake Xia & Vasily Strela · MIT
1:22:12
18.S096 · Lec 8 · Peter Kempthorne, Jake Xia & Vasily Strela · MIT
1:21:15