18.S096 Topics in Mathematics with Applications in Finance
18.S096 Topics in Mathematics with Applications in Finance (Fall 2013, MIT OCW). Instructors: Dr. Peter Kempthorne, Dr. Choongbum Lee, Dr. Vasily Strela, and Dr. Jake Xia. The purpose of the class is to expose undergraduate and graduate students to the mathematical concepts and techniques used in the financial industry. Mathematics lectures are mixed with lectures illustrating the corresponding application in the financial industry. MIT mathematicians teach the mathematics part while industry professionals give the lectures on applications in finance. (from ocw.mit.edu)
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Topics in Mathematics with Applications in Finance Instructors: Dr. Peter Kempthorne, Dr. Choongbum Lee, Dr. Vasily Strela, and Dr. Jake Xia. Lecture Notes. Assignments (no Solutions). Instructor Insights. Download Course Materials. |