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. Instruction and practice in written communication provided. Limited to 30.

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

18.642 will be offered this semester (Fall 2018). It is instructed by P. Kempthorne.

This class counts for a total of 5 credits.

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