Material Detail

15.450 Analytics of Finance (MIT)

This course covers the key quantitative methods of finance: financial econometrics and statistical inference for financial applications; dynamic optimization; Monte Carlo simulation; stochastic (Itô) calculus. These techniques, along with their computer implementation, are covered in depth. Application areas include portfolio management, risk management, derivatives, and proprietary trading.

Keywords:: Finance, risk management, Probability and Statistics, dynamic optimization, stochastic (Itô) calculus, generalized method of moments, ocwc, proprietary trading, Black-Scholes model, oec, financial econometrics, derivative pricing, Financial Economics, portfolio management, statistical inference, Econometrics, Monte Carlo simulation

Disciplines:

Business / Economics / Econometrics

More...

Go to Material

Bookmark / Add to Course ePortfolio

Create a Learning Exercise

Add Accessibility Information

Rate

Add a Comment

Quality

User Rating
Comments
Learning Exercises
Bookmark Collections
Course ePortfolios
Accessibility Info

Report Broken Link
Report as Inappropriate

More about this material

Material Type:: Online Course
Date Added to MERLOT:: August 6, 2014
Date Modified in MERLOT:: August 6, 2014
Author:: Prof. Leonid Kogan
Submitter:: The Open Education Consortium
Primary Audience:: College General Ed
Technical Format:: Website

Mobile Compatibility:: Not specified at this time
Language:: English
Cost Involved:: No
Source Code Available:: No
Accessibility Information Available:: No
Creative Commons:: This work is licensed under a Attribution-NonCommercial-ShareAlike 3.0 United States