| S# |
Lecture |
Course |
Institute |
Instructor |
Discipline |
| 2326 |
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
|
| 2327 |
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
|
| 2328 |
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
|
| 2329 |
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
|
| 2330 |
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
|
| 2331 |
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
|
| 2332 |
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
|
| 2333 |
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
|
| 2334 |
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
|
| 2335 |
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
|
| 2336 |
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
|
| 2337 |
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
|
| 2338 |
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
|
| 2339 |
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
|
| 2340 |
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
|
| 2341 |
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
|
| 2342 |
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
|
| 2343 |
Becoming the Next Bill Nye (M-I-T)
|
Writing and Hosting the Educational Show (M-I-T)
|
MIT
|
Elizabeth Choe
|
Applied Sciences
|
| 2344 |
Day 10: Project Time; Part 1: Animation (M-I-T)
|
Writing and Hosting the Educational Show (M-I-T)
|
MIT
|
Elizabeth Choe
|
Applied Sciences
|
| 2345 |
Day 10: Project Time; Part 2: Rough Cuts (M-I-T)
|
Writing and Hosting the Educational Show (M-I-T)
|
MIT
|
Elizabeth Choe
|
Applied Sciences
|
| 2346 |
Instructor Interview: Inspiration for the Course and Intended Learning Outcomes (M-I-T)
|
Writing and Hosting the Educational Show (M-I-T)
|
MIT
|
Elizabeth Choe
|
Applied Sciences
|
| 2347 |
Day 11: Screening (Rough Cuts) (M-I-T)
|
Writing and Hosting the Educational Show (M-I-T)
|
MIT
|
Elizabeth Choe
|
Applied Sciences
|
| 2348 |
Day 13: Screening (Final Cuts) (M-I-T)
|
Writing and Hosting the Educational Show (M-I-T)
|
MIT
|
Elizabeth Choe
|
Applied Sciences
|
| 2349 |
Instructor Interview: Teaching as a Team (M-I-T)
|
Writing and Hosting the Educational Show (M-I-T)
|
MIT
|
Elizabeth Choe
|
Applied Sciences
|
| 2350 |
Day 1: Identity and Genre; Part 1 (M-I-T)
|
Writing and Hosting the Educational Show (M-I-T)
|
MIT
|
Elizabeth Choe
|
Applied Sciences
|
