Topics in Mathematics with Applications in Finance (MIT 18.642)
by Peter Kempthorne, Vasily Strela, Jake Xia · MIT OpenCourseWare
Pairs mathematics lectures on linear algebra, probability, statistics, stochastic processes and numerical methods with practitioners' lectures on applications: time series, volatility modeling, portfolio theory and option pricing. Includes 22 lecture videos, slides, readings and problem sets for building working fluency in quant-finance mathematics.
More resources on Quantitative Finance
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