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18.S096 Topics in Mathematics with Applications in Finance | Mathematics

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.... Show More

Keywords:: Ross recovery theorem, Finance, portfolio theory, counterparty credit risk, Quanto credit hedging, Risk analysis, Risk Models, Black-Scholes formula, Ito calculus, risk neutral valuation, Regularized pricing, Value at Risk Models, Volatility Modeling, option pricing, Applied Mathematics, Financial terms, commodity models

Disciplines:

Mathematics and Statistics / Mathematics

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More about this material

Material Type:: Online Course
Date Added to MERLOT:: May 12, 2016
Date Modified in MERLOT:: May 12, 2016
Author:: Unknown (Know the author?)
Submitter:: Barbra Bied Sperling

Primary Audience:: College General Ed, College Lower Division, College Upper Division
Technical Format:: Website
Mobile Compatibility:: Not specified at this time
Language:: English
Cost Involved:: No
Source Code Available:: No
Creative Commons:: This work is licensed under a Attribution-NonCommercial-ShareAlike 3.0 United States