MIT 18.642 Topics in Mathematics with Applications in Finance, Fall 2024

4 of 22 videos summarized

Instructors: Dr. Peter Kempthorne, Dr. Vasily Strela, Dr. Jake Xia View the complete course: https://ocw.mit.edu/courses/18-642-topics-in-mathematics-with-applications-in-finance-fall-2024 YouTube Playlist: https://www.youtube.com/playlist?list=PLUl4u3cNGP601Q2jo-J_3raNCMMs6Jves View previous version of the course: https://ocw.mit.edu/courses/18-s096-topics-in-mathematics-with-applications-in-finance-fall-2013/ YouTube Playlist (Fall 2013): https://www.youtube.com/playlist?list=PLUl4u3cNGP63ctJIEC1UnZ0btsphnnoHR *NOTE: Lectures 3, 22 not available. Guest lecturers did not give IP permission.* The purpose of the class is to expose undergraduate and graduate students to the mathematical concepts and techniques used in the financial industry. The course will consist of a set of mathematics lectures on topics in linear algebra, probability, statistics, stochastic processes, and numerical methods. Mathematics lectures will be mixed with lectures illustrating the corresponding application in the financial industry. MIT mathematicians will teach the mathematics part while industry professionals will give the lectures on applications in finance. License: Creative Commons BY-NC-SA More information at https://ocw.mit.edu/terms More courses at https://ocw.mit.edu Support OCW at http://ow.ly/a1If50zVRlQ We encourage constructive comments and discussion on OCW’s YouTube and other social media channels. Personal attacks, hate speech, trolling, and inappropriate comments are not allowed and may be removed. More details at https://ocw.mit.edu/comments.