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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:
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More about this material

Material Type:
Online Course
Date Added to MERLOT:
August 6, 2014
Date Modified in MERLOT:
August 6, 2014
Author:
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:
Creative Commons License
This work is licensed under a Attribution-NonCommercial-ShareAlike 3.0 United States

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