18.642 Topics in Mathematics with Applications in Finance


Class Info

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.

This class has 18.03, 18.06, 18.05, and 18.600 as prerequisites.

18.642 will be offered this semester (Fall 2017). It is instructed by P. Kempthorne, V. Strela and J. Xia.

Lecture occurs 2:30 PM to 4:00 PM on Tuesdays and Thursdays in 4-163.

This class counts for a total of 12 credits.

You can find more information on MIT OpenCourseWare at the Topics in Mathematics with Applications in Finance site or on the 18.642 Stellar site.

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license by-nc-sa strela choongbum massachusetts institute of technology peter kempthorne choongbum lee vasily strela

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