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MIT 18.S096: Topics in Mathematics with Applications in Finance →0/22
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1. Introduction, Financial Terms and Concepts

1:00:30
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2. Linear Algebra

1:12:36
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3. Probability Theory

1:18:25
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5. Stochastic Processes I

1:17:41
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6. Regression Analysis

1:22:12
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7. Value At Risk (VAR) Models

1:21:15
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8. Time Series Analysis I

1:16:19
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9. Volatility Modeling

1:21:15
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Lecture 10: Regularized Pricing and Risk Models (18.S096)

1:29:57
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Lecture 11: Time Series Analysis II (18.S096)

1:23:48
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Lecture 12: Time Series Analysis III (18.S096)

1:17:39
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Lecture 13: Commodity Models (18.S096)

1:20:45
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Lecture 14: Portfolio Theory (18.S096)

1:24:55
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Lecture 15: Factor Modeling (18.S096)

1:25:49
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Lecture 16: Portfolio Management (18.S096)

1:28:38
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Lecture 17: Stochastic Processes II (18.S096)

1:15:59
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Lecture 18: Itō Calculus (18.S096)

1:18:03
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Lecture 19: Black-Scholes Formula, Risk-neutral Valuation (18.S096)

49:52
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Lecture 20: Option Price and Probability Duality (18.S096)

1:20:29
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Lecture 21: Stochastic Differential Equations (18.S096)

56:05
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Lecture 23: Quanto Credit Hedging (18.S096)

1:37:37
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Lecture 24: HJM Model for Interest Rates and Credit (18.S096)

1:47:16

Lecture 10: Regularized Pricing and Risk Models (18.S096)

Ivan MasyukovMIT

Professor

1:29:57·2015·undergraduate level

This lecture explores regularized pricing and risk models, detailing their application to bond valuation, swap pricing, and the construction of robust yield curve models in financial markets.

EconomicsFinancial Theory & MarketsRisk ModelsBond ValuationYield Curve Modeling

MIT 18.S096 Topics in Mathematics with Applications in Finance, Fall 2013

View the complete course: http://ocw.mit.edu/18-S096F13

Instructor: Ivan Masyukov

Previous · Lecture 8

9. Volatility Modeling

Next · Lecture 10

Lecture 11: Time Series Analysis II (18.S096)

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