Stephen Blyth

Professor

MIT

1 course · 1 total lecture · 1h recorded

Mathematics Engineering, Control & Robotics Economics, Game Theory & Finance

Courses by Stephen Blyth

All courses →

Complete university lecture series taught by Stephen Blyth.

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.

Start lecture 1

Syllabus →

All lectures by Stephen Blyth

Search or browse every recorded session across courses and talks.

Showing 1 of 1 lectures

Lecturej/k navigate · c chapters · s save · x watched

Scholar · University

Chapters · Duration

Lecture 20: Option Price and Probability Duality (18.S096)

18.S096 · Lec 19 · Stephen Blyth · MIT

Stephen Blyth MIT

1:20:29