Pricing Model Diagram. (Image courtesy of Ivan Masyukov.)
Instructor(s)
Dr. Peter Kempthorne
Dr. Choongbum Lee
Dr. Vasily Strela
Dr. Jake Xia
MIT Course Number
18.S096
As Taught In
Fall 2013
Level
Undergraduate
Course Description
Course Features
- Video lectures
- Captions/transcript
- Lecture notes
- Assignments: problem sets (no solutions)
- Instructor insights
Course Description
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.