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 Modelling 

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