24 episodes

This course explores mathematical concepts and techniques used in the financial industry.

Topics in Mathematics with Applications in Finance MIT

    • Business

This course explores mathematical concepts and techniques used in the financial industry.

    • video
    Lecture 1: Introduction, Financial Terms and Concepts

    Lecture 1: Introduction, Financial Terms and Concepts

    In the first lecture of this course, the instructors introduce key terms and concepts related to financial products, markets, and quantitative analysis.

    • 1 hr
    • video
    Lecture 2: Linear Algebra

    Lecture 2: Linear Algebra

    This lecture is a review of the linear algebra needed for the course, including matrices, linear transformations, eigenvalue, and eigenvectors.

    • 1 hr 12 min
    • video
    Lecture 3: Probability Theory

    Lecture 3: Probability Theory

    This lecture is a review of the probability theory needed for the course, including random variables, probability distributions, and the Central Limit Theorem.

    • 1 hr 18 min
    • video
    Lecture 5: Stochastic Processes I

    Lecture 5: Stochastic Processes I

    This lecture introduces stochastic processes, including random walks and Markov chains.

    • 1 hr 17 min
    • video
    Lecture 6: Regression Analysis

    Lecture 6: Regression Analysis

    This lecture introduces the mathematical and statistical foundations of regression analysis, particularly linear regression.

    • 1 hr 22 min
    • video
    Lecture 7: Value At Risk (VAR) Models

    Lecture 7: Value At Risk (VAR) Models

    This is an applications lecture on Value At Risk (VAR) models, and how financial institutions manage market risk.

    • 1 hr 21 min

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