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

Lecture 10: Regularized Pricing and Risk Models (M-I-T)

Lecture 11: Time Series Analysis II (M-I-T)

Lecture 12: Time Series Analysis III (M-I-T)

Lecture 13: Commodity Models (M-I-T)

Lecture 14: Portfolio Theory (M-I-T)

Lecture 15: Factor Modeling (M-I-T)

Lecture 16: Portfolio Management (M-I-T)

Lecture 17: Stochastic Processes II (M-I-T)

Lecture 18: Itō Calculus (M-I-T)

Lecture 19: Black-Scholes Formula, Risk-neutral Valuation (M-I-T)

Lecture 1: Introduction, Financial Terms and Concepts (M-I-T)

Lecture 20: Option Price and Probability Duality (M-I-T)

Lecture 21: Stochastic Differential Equations (M-I-T)

Lecture 23: Quanto Credit Hedging (M-I-T)

Lecture 24: HJM Model for Interest Rates and Credit (M-I-T)

Lecture 25: Ross Recovery Theorem (M-I-T)

Lecture 26: Introduction to Counterparty Credit Risk (M-I-T)

Lecture 2: Linear Algebra (M-I-T)

Lecture 3: Probability Theory (M-I-T)

Lecture 5: Stochastic Processes I (M-I-T)

Lecture 6: Regression Analysis (M-I-T)

Lecture 7: Value At Risk (VAR) Models (M-I-T)

Lecture 8: Time Series Analysis I (M-I-T)

Lecture 9: Volatility Modeling (M-I-T)

Lecture 10: Regularized Pricing and Risk Models (M-I-T)