麻省理工 金融数学应用 (MIT 18.S096 Topics in Mathematics w Applications in Finance)【英】

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2018-12-16 09:05:13
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https://www.youtube.com/playlist?list=PLUl4u3cNGP63ctJIEC1UnZ0btsphnnoHR 讲师:Dr. Peter Kempthorne, Dr. Choongbum Lee, Dr. Vasily Strela, Dr. Jake Xia 课程地址:https://ocw.mit.edu/courses/mathematics/18-s096-topics-in-mathematics-with-applications-in-finan
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1. Introduction, Financial Terms and Concepts
01:00:30
2. Linear Algebra
01:12:37
3. Probability Theory
01:18:25
5. Stochastic Processes I
01:17:41
6. Regression Analysis
01:22:13
7. Value At Risk (VAR) Models
01:21:15
8. Time Series Analysis I
01:16:20
9. Volatility Modeling
01:21:16
10. Regularized Pricing and Risk Models
01:29:58
11. Time Series Analysis II
01:23:48
12. Time Series Analysis III
01:17:39
13. Commodity Models
01:20:45
14. Portfolio Theory
01:24:55
15. Factor Modeling
01:25:49
16. Portfolio Management
01:28:38
17. Stochastic Processes II
01:15:59
18. Itō Calculus
01:18:03
19. Black-Scholes Formula, Risk-neutral Valuation
49:52
20. Option Price and Probability Duality
01:20:29
21. Stochastic Differential Equations
56:06
23. Quanto Credit Hedging
01:37:37
24. HJM Model for Interest Rates and Credit
01:47:16
25. Ross Recovery Theorem
01:27:46
26. Introduction to Counterparty Credit Risk
01:21:35
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