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Topics in Mathematics with Applications in Finance (Fall 2013) (M-I-T)

(24 Lectures Available)

S# Lecture Course Institute Instructor Discipline
1
  • Lecture 10: Regularized Pricing and Risk Models (M-I-T)
Topics in Mathematics with Applications in Finance (Fall 2013) (M-I-T) MIT Dr. Peter Kempthorne, Dr. Choongbum Lee, Dr. Vasily Strela, and Dr. Jake Xia Basic and Health Sciences
2
  • Lecture 11: Time Series Analysis II (M-I-T)
Topics in Mathematics with Applications in Finance (Fall 2013) (M-I-T) MIT Dr. Peter Kempthorne, Dr. Choongbum Lee, Dr. Vasily Strela, and Dr. Jake Xia Basic and Health Sciences
3
  • Lecture 12: Time Series Analysis III (M-I-T)
Topics in Mathematics with Applications in Finance (Fall 2013) (M-I-T) MIT Dr. Peter Kempthorne, Dr. Choongbum Lee, Dr. Vasily Strela, and Dr. Jake Xia Basic and Health Sciences
4
  • Lecture 13: Commodity Models (M-I-T)
Topics in Mathematics with Applications in Finance (Fall 2013) (M-I-T) MIT Dr. Peter Kempthorne, Dr. Choongbum Lee, Dr. Vasily Strela, and Dr. Jake Xia Basic and Health Sciences
5
  • Lecture 14: Portfolio Theory (M-I-T)
Topics in Mathematics with Applications in Finance (Fall 2013) (M-I-T) MIT Dr. Peter Kempthorne, Dr. Choongbum Lee, Dr. Vasily Strela, and Dr. Jake Xia Basic and Health Sciences
6
  • Lecture 15: Factor Modeling (M-I-T)
Topics in Mathematics with Applications in Finance (Fall 2013) (M-I-T) MIT Dr. Peter Kempthorne, Dr. Choongbum Lee, Dr. Vasily Strela, and Dr. Jake Xia Basic and Health Sciences
7
  • Lecture 16: Portfolio Management (M-I-T)
Topics in Mathematics with Applications in Finance (Fall 2013) (M-I-T) MIT Dr. Peter Kempthorne, Dr. Choongbum Lee, Dr. Vasily Strela, and Dr. Jake Xia Basic and Health Sciences
8
  • Lecture 17: Stochastic Processes II (M-I-T)
Topics in Mathematics with Applications in Finance (Fall 2013) (M-I-T) MIT Dr. Peter Kempthorne, Dr. Choongbum Lee, Dr. Vasily Strela, and Dr. Jake Xia Basic and Health Sciences
9
  • Lecture 18: Itō Calculus (M-I-T)
Topics in Mathematics with Applications in Finance (Fall 2013) (M-I-T) MIT Dr. Peter Kempthorne, Dr. Choongbum Lee, Dr. Vasily Strela, and Dr. Jake Xia Basic and Health Sciences
10
  • Lecture 19: Black-Scholes Formula, Risk-neutral Valuation (M-I-T)
Topics in Mathematics with Applications in Finance (Fall 2013) (M-I-T) MIT Dr. Peter Kempthorne, Dr. Choongbum Lee, Dr. Vasily Strela, and Dr. Jake Xia Basic and Health Sciences
11
  • Lecture 1: Introduction, Financial Terms and Concepts (M-I-T)
Topics in Mathematics with Applications in Finance (Fall 2013) (M-I-T) MIT Dr. Peter Kempthorne, Dr. Choongbum Lee, Dr. Vasily Strela, and Dr. Jake Xia Basic and Health Sciences
12
  • Lecture 20: Option Price and Probability Duality (M-I-T)
Topics in Mathematics with Applications in Finance (Fall 2013) (M-I-T) MIT Dr. Peter Kempthorne, Dr. Choongbum Lee, Dr. Vasily Strela, and Dr. Jake Xia Basic and Health Sciences
13
  • Lecture 21: Stochastic Differential Equations (M-I-T)
Topics in Mathematics with Applications in Finance (Fall 2013) (M-I-T) MIT Dr. Peter Kempthorne, Dr. Choongbum Lee, Dr. Vasily Strela, and Dr. Jake Xia Basic and Health Sciences
14
  • Lecture 23: Quanto Credit Hedging (M-I-T)
Topics in Mathematics with Applications in Finance (Fall 2013) (M-I-T) MIT Dr. Peter Kempthorne, Dr. Choongbum Lee, Dr. Vasily Strela, and Dr. Jake Xia Basic and Health Sciences
15
  • Lecture 24: HJM Model for Interest Rates and Credit (M-I-T)
Topics in Mathematics with Applications in Finance (Fall 2013) (M-I-T) MIT Dr. Peter Kempthorne, Dr. Choongbum Lee, Dr. Vasily Strela, and Dr. Jake Xia Basic and Health Sciences
16
  • Lecture 25: Ross Recovery Theorem (M-I-T)
Topics in Mathematics with Applications in Finance (Fall 2013) (M-I-T) MIT Dr. Peter Kempthorne, Dr. Choongbum Lee, Dr. Vasily Strela, and Dr. Jake Xia Basic and Health Sciences
17
  • Lecture 26: Introduction to Counterparty Credit Risk (M-I-T)
Topics in Mathematics with Applications in Finance (Fall 2013) (M-I-T) MIT Dr. Peter Kempthorne, Dr. Choongbum Lee, Dr. Vasily Strela, and Dr. Jake Xia Basic and Health Sciences
18
  • Lecture 2: Linear Algebra (M-I-T)
Topics in Mathematics with Applications in Finance (Fall 2013) (M-I-T) MIT Dr. Peter Kempthorne, Dr. Choongbum Lee, Dr. Vasily Strela, and Dr. Jake Xia Basic and Health Sciences
19
  • Lecture 3: Probability Theory (M-I-T)
Topics in Mathematics with Applications in Finance (Fall 2013) (M-I-T) MIT Dr. Peter Kempthorne, Dr. Choongbum Lee, Dr. Vasily Strela, and Dr. Jake Xia Basic and Health Sciences
20
  • Lecture 5: Stochastic Processes I (M-I-T)
Topics in Mathematics with Applications in Finance (Fall 2013) (M-I-T) MIT Dr. Peter Kempthorne, Dr. Choongbum Lee, Dr. Vasily Strela, and Dr. Jake Xia Basic and Health Sciences
21
  • Lecture 6: Regression Analysis (M-I-T)
Topics in Mathematics with Applications in Finance (Fall 2013) (M-I-T) MIT Dr. Peter Kempthorne, Dr. Choongbum Lee, Dr. Vasily Strela, and Dr. Jake Xia Basic and Health Sciences
22
  • Lecture 7: Value At Risk (VAR) Models (M-I-T)
Topics in Mathematics with Applications in Finance (Fall 2013) (M-I-T) MIT Dr. Peter Kempthorne, Dr. Choongbum Lee, Dr. Vasily Strela, and Dr. Jake Xia Basic and Health Sciences
23
  • Lecture 8: Time Series Analysis I (M-I-T)
Topics in Mathematics with Applications in Finance (Fall 2013) (M-I-T) MIT Dr. Peter Kempthorne, Dr. Choongbum Lee, Dr. Vasily Strela, and Dr. Jake Xia Basic and Health Sciences
24
  • Lecture 9: Volatility Modeling (M-I-T)
Topics in Mathematics with Applications in Finance (Fall 2013) (M-I-T) MIT Dr. Peter Kempthorne, Dr. Choongbum Lee, Dr. Vasily Strela, and Dr. Jake Xia Basic and Health Sciences

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