Topics in Mathematics with Applications in Finance free videos and free material uploaded by Massachusetts Institute of Technology Staff .
Introduction, Financial Terms and Concepts
Linear Algebra
Probability Theory
Matrix Primer
Stochastic Processes I
Regression Analysis
Value At Risk (VAR) Models
Time Series Analysis I
Volatility Modeling
Regularized Pricing and Risk Models
Time Series Analysis II
Time Series Analysis III
Commodity Models
Portfolio Theory
Factor Modeling
Portfolio Management
Stochastic Processes II
Itō Calculus
Black-Scholes Formula, Risk-neutral Valuation
Option Price and Probability Duality
Stochastic Differential Equations
Calculus of Variations and its Application in FX Execution
Quanto Credit Hedging
HJM Model for Interest Rates and Credit
Ross Recovery Theorem
Introduction to Counterparty Credit Risk, Conclusions
The purpose of the class is to expose undergraduate and graduate students to the mathematical concepts and techniques used in the financial industry. Mathematics lectures are mixed with lectures illustrating the corresponding application in the financial industry. MIT mathematicians teach the mathematics part while industry professionals give the lectures on applications in finance.
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