Mathematics with Applications in Finance
Mathematics with Applications in Finance
Peter Kempthorne - MIT
1. Introduction, Financial Terms & Concepts
2. Linear Algebra
3. Probability Theory
4. Unavailable
5. Stochastic Processes
6. Regression Analysis
7. Value at Risk (VAR) Models
8. Time Series Analysis I
9. Volatility Modelling
10. Regularised Pricing & Risk Models
11. Time Series Analysis II
12. Time Series Analysis III
13. Commodity Models
14. Portfolio Theory
15. Factor Modeling
16. Portfolio Management
17. Stochastic Processes II
18. Ito Calculus
19. Black-Scholes Formula, Risk-Neutral Valuation
20. Option Price & Probability Duality
21. Stochastic Differential Equations
22. Unavailable
23. Quanto Credit Hedging
24. HJM Model for Interest Rates & Credit
25. Ross Recovery Theorem
26. Introduction to Counterparty Credit Risk