# MIT 18.S096 Topics in Mathematics w Applications in Finance

#### The purpose of the class is to expose undergraduate and graduate students to the mathematical concepts and techniques used in the financial industry. Created by MIT OpenCourseWare .

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1: Introduction, Financial Terms and Concepts

2: Linear Algebra

3: Probability Theory

4: Stochastic Processes I

5: Regression Analysis

6: Value At Risk (VAR) Models

7: Time Series Analysis I

8: Volatility Modeling

9: Regularized Pricing and Risk Models

10: Time Series Analysis II

11: Time Series Analysis III

12: Commodity Models

13: Portfolio Theory

14: Factor Modeling

15: Portfolio Management

16: Stochastic Processes II

17: ItÃ…Â Calculus

18: Black-Scholes Formula, Risk-neutral Valuation

19: Option Price and Probability Duality

20: Stochastic Differential Equations

21: Quanto Credit Hedging

22: HJM Model for Interest Rates and Credit

23: Ross Recovery Theorem

24: Introduction to Counterparty Credit Risk