15.455 Advanced Mathematical Methods for Financial Engineering
Covers advanced mathematical topics essential for financial engineering and quantitative finance: linear algebra, optimization, probability, stochastic processes, statistics, and basic programming in R. Covers topics at a more advanced level and at a faster pace than 15.454. Restricted to students in the Master of Finance Program.
This class has no prerequisites.
15.455 will not be offered this semester. It will be available in the Summer semester.
This class counts for a total of 6 credits. This is a graduate-level class.
You can find more information on MIT OpenCourseWare at the Lecture 14: Financial Mathematics / Black-Scholes Equation site.
© Copyright 2015 Yasyf Mohamedali