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Searched for: 1 subject found.
18.642 Topics in Mathematics with Applications in Finance
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Prereq: 18.03, 18.06, and (18.05 or 18.600)
Units: 3-0-9
Lecture: TR2.30-4 (37-212)
Introduction to mathematical concepts and techniques used in finance. Lectures focusing on linear algebra, probability, statistics, stochastic processes, and numerical methods are interspersed with lectures by financial sector professionals illustrating the corresponding application in the industry. Prior knowledge of economics or finance helpful but not required.
P. Kempthorne, V. Strela, J. Xia
No required or recommended textbooks
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