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Quant finance lecture notes

655 lecture notes selected for learning quantitative finance. Highlighted picks come first. Showing 301–350; page 7 of 14.

301. Introduction to Algorithms: 6.006 Massachusetts Institute of Technology Instructors: Erik Demaine, Jason Ku, and Justin Solomon Recitation 17

     Massachusetts Institute of Technology · advanced · quantitative finance

     quantitative finance · teaching materials · university resources

302. Introduction to Algorithms: 6.006 Massachusetts Institute of Technology Instructors: Erik Demaine, Jason Ku, and Justin Solomon Recitation 18: Subset Sum Variants

     Massachusetts Institute of Technology · advanced · quantitative finance

     quantitative finance · teaching materials · university resources

303. Introduction to Algorithms: 6.006 Massachusetts Institute of Technology Instructors: Erik Demaine, Jason Ku, and Justin Solomon Recitation 19: Complexity

     Massachusetts Institute of Technology · advanced · quantitative finance

     quantitative finance · teaching materials · university resources

304. Introduction to Algorithms: 6.006 Massachusetts Institute of Technology Instructors: Erik Demaine, Jason Ku, and Justin Solomon Recitation 2

     Massachusetts Institute of Technology · advanced · quantitative finance

     quantitative finance · teaching materials · university resources

305. Introduction to Algorithms: 6.006 Massachusetts Institute of Technology Instructors: Erik Demaine, Jason Ku, and Justin Solomon Recitation 3

     Massachusetts Institute of Technology · advanced · quantitative finance

     quantitative finance · teaching materials · university resources

306. Introduction to Algorithms: 6.006 Massachusetts Institute of Technology Instructors: Erik Demaine, Jason Ku, and Justin Solomon Recitation 4

     Massachusetts Institute of Technology · advanced · quantitative finance

     quantitative finance · teaching materials · university resources

307. Introduction to Algorithms: 6.006 Massachusetts Institute of Technology Instructors: Erik Demaine, Jason Ku, and Justin Solomon Recitation 5

     Massachusetts Institute of Technology · advanced · quantitative finance

     quantitative finance · teaching materials · university resources

308. Introduction to Algorithms: 6.006 Massachusetts Institute of Technology Instructors: Erik Demaine, Jason Ku, and Justin Solomon Recitation 6

     Massachusetts Institute of Technology · advanced · quantitative finance

     quantitative finance · teaching materials · university resources

309. Introduction to Algorithms: 6.006 Massachusetts Institute of Technology Instructors: Erik Demaine, Jason Ku, and Justin Solomon Recitation 7

     Massachusetts Institute of Technology · advanced · quantitative finance

     quantitative finance · teaching materials · university resources

310. Introduction to Algorithms: 6.006 Massachusetts Institute of Technology Instructors: Erik Demaine, Jason Ku, and Justin Solomon Recitation 8

     Massachusetts Institute of Technology · advanced · quantitative finance

     quantitative finance · teaching materials · university resources

311. Introduction to Algorithms: 6.006 Massachusetts Institute of Technology Instructors: Erik Demaine, Jason Ku, and Justin Solomon Recitation 9

     Massachusetts Institute of Technology · advanced · quantitative finance

     quantitative finance · teaching materials · university resources

312. Introduction to Probability and Statistics

     Jennifer French Kamrin, Jeremy Orloff

     bayesian statistics · hypothesis testing · probability · regression · statistical inference · statistics

313. Introduction to Real Options (Columbia IEOR E4706)

     Martin Haugh

     financial engineering · mathematical finance · real options

314. Le problème d'Ulam et l'algorithme RSK.

     Université Paris-Saclay (Évry site) · advanced · quantitative finance

     quantitative finance · teaching materials · university resources

315. Lecture 0 Foundations of Finance 1 Lecture 0: Overview

     NYU Shanghai / NYU Stern, New York University (Courant) · advanced · quantitative finance

     quantitative finance · teaching materials · university resources

316. Lecture 1: Boltzmann equation Topic: Modeling and Numerical Simulation for Rarefied Gases Lecture 1: Boltzmann equation

     National University of Singapore · advanced · quantitative finance

     quantitative finance · teaching materials · university resources

317. Lecture 1: Machine Learning Paradigms

     University of Oxford · advanced · quantitative finance

     quantitative finance · teaching materials · university resources

318. Lecture 10: Change Of Measure And The Girsanov Theorem (UChicago, 2001)

     Steven P. Lalley

     brownian motion · martingales · mathematical finance · probability · stochastic calculus · stochastic processes

319. Lecture 12 Foundations of Finance 1 Lecture 12: The Intertemporal CAPM (ICAPM): a Multifactor Model.

     NYU Shanghai / NYU Stern, New York University (Courant) · advanced · quantitative finance

     quantitative finance · teaching materials · university resources

320. Lecture 13: Dijkstra’s Algorithm notes (PDF)

     Massachusetts Institute of Technology · advanced · quantitative finance

     quantitative finance · teaching materials · university resources

321. Lecture 14: ASP & Johnson’s Algorithm notes (PDF)

     Massachusetts Institute of Technology · advanced · quantitative finance

     quantitative finance · teaching materials · university resources

322. Lecture 15 Foundations of Finance 1 Lecture 15: Valuation Models.

     NYU Shanghai / NYU Stern, New York University (Courant) · advanced · quantitative finance

     quantitative finance · teaching materials · university resources

323. Lecture 15: Dynamic Programming, Part 1: SRBOT, Fib, DAGs, Bowling notes (PDF)

     Massachusetts Institute of Technology · advanced · quantitative finance

     quantitative finance · teaching materials · university resources

324. Lecture 16 Foundations of Finance 1 Lecture 16: Fixed Income Markets.

     NYU Shanghai / NYU Stern, New York University (Courant) · advanced · quantitative finance

     quantitative finance · teaching materials · university resources

325. Lecture 16: Dynamic Programming, Part 2: LCS, LIS, Coins notes (PDF)

     Massachusetts Institute of Technology · advanced · quantitative finance

     quantitative finance · teaching materials · university resources

326. Lecture 16a -Semester 2 Introduction

     University of Edinburgh · advanced · quantitative finance

     quantitative finance · teaching materials · university resources

327. Lecture 17: Dynamic Programming, Part 3 notes (PDF)

     Massachusetts Institute of Technology · advanced · quantitative finance

     quantitative finance · teaching materials · university resources

328. Lecture 18: Dynamic Programming, Part 4: Rods, Subsetsums, Pseudopolynomial notes (PDF)

     Massachusetts Institute of Technology · advanced · quantitative finance

     quantitative finance · teaching materials · university resources

329. Lecture 2: Multiperiod Models And Trees (UChicago, 2001)

     Steven P. Lalley

     asset pricing · derivatives · mathematical finance

330. Lecture 2: Numerical Methods for the Boltzmann equation Topic: Modeling and Numerical Simulation for Rarefied Gases Lecture 2: Numerical Methods for

     National University of Singapore · advanced · quantitative finance

     quantitative finance · teaching materials · university resources

331. Lecture 20 Foundations of Finance 1 Lecture 20: Bond Portfolio Management.

     NYU Shanghai / NYU Stern, New York University (Courant) · advanced · quantitative finance

     quantitative finance · teaching materials · university resources

332. Lecture 20: BoostingCS3780/5780 Ensemble Methods•Train multiple models/hypotheses and combine them •Ensemble methods are plug-and-play (can be used with any base algorithm for learning)

     Cornell University · advanced · quantitative finance

     quantitative finance · teaching materials · university resources

333. Lecture 3 Foundations of Finance 1 Lecture 3: Equities: Characteristics and Markets

     NYU Shanghai / NYU Stern, New York University (Courant) · advanced · quantitative finance

     quantitative finance · teaching materials · university resources

334. Lecture 3: Iterative Methods for Steady-State Boltzmann Equation Topic: Modeling and Numerical Simulation for Rarefied Gases Lecture 3: Iterative Methods for

     National University of Singapore · advanced · quantitative finance

     quantitative finance · teaching materials · university resources

335. Lecture 4: Model Reduction in the Gas Kinetic Theory Topic: Modeling and Numerical Simulation for Rarefied Gases Lecture 4: Model Reduction in the

     National University of Singapore · advanced · quantitative finance

     quantitative finance · teaching materials · university resources

336. Lecture 5: Brownian Motion (UChicago, 2001)

     Steven P. Lalley

     brownian motion · mathematical finance · probability · stochastic processes

337. Lecture 6 Foundations of Finance 1 Lecture 6: Portfolio Management-Characterizing the Return Distribution

     NYU Shanghai / NYU Stern, New York University (Courant) · advanced · quantitative finance

     quantitative finance · teaching materials · university resources

338. Lecture 6: The Itô Calculus (UChicago, 2001)

     Steven P. Lalley

     brownian motion · calculus · mathematical finance · probability · stochastic calculus · stochastic processes

339. Lecture 7 Foundations of Finance 1 Lecture 7: Portfolio Management-A Risky and a Riskless Asset.

     NYU Shanghai / NYU Stern, New York University (Courant) · advanced · quantitative finance

     quantitative finance · teaching materials · university resources

340. Lecture 7: Black–Scholes Theory (UChicago, 2001)

     Steven P. Lalley

     asset pricing · derivatives · mathematical finance · option pricing · stochastic calculus · stochastic differential equations

341. Lecture 8 Foundations of Finance 1 Lecture 8: Portfolio Management-2 Risky Assets and a Riskless Asset.

     NYU Shanghai / NYU Stern, New York University (Courant) · advanced · quantitative finance

     quantitative finance · teaching materials · university resources

342. Lecture 8: The Cameron–Martin Formula and Barrier Options (UChicago, 2001)

     Steven P. Lalley

     brownian motion · derivatives · martingales · mathematical finance · option pricing · probability

343. Lecture 9 Foundations of Finance 1 Lecture 9: Portfolio Management - N Risky Assets and a Riskless Asset

     NYU Shanghai / NYU Stern, New York University (Courant) · advanced · quantitative finance

     quantitative finance · teaching materials · university resources

344. Lecture 9: A Model For Foreign Exchange (UChicago, 2001)

     Steven P. Lalley

     asset pricing · derivatives · foreign exchange · mathematical finance · probability · stochastic calculus

345. Lecture note packet 1: 241-261

     NYU Shanghai / NYU Stern, New York University (Courant), New York University (Tandon) · advanced · quantitative finance

     quantitative finance · teaching materials · university resources

346. Lecture Note packet 1: 266-296

     NYU Shanghai / NYU Stern, New York University (Courant), New York University (Tandon) · advanced · quantitative finance

     quantitative finance · teaching materials · university resources

347. Lecture notes Advanced probability theory Mathias Beiglb¨ock and Yizheng Yuan

     WU Vienna University of Economics and Business · advanced · quantitative finance

     quantitative finance · teaching materials · university resources

348. Lecture Notes for

     WU Vienna University of Economics and Business · advanced · quantitative finance

     quantitative finance · teaching materials · university resources

349. Lecture Notes II – Monte Carlo simulation

     University of Washington · advanced · quantitative finance

     quantitative finance · teaching materials · university resources

350. Lecture Notes Numerical Computation

     TU Wien · advanced · quantitative finance

     quantitative finance · teaching materials · university resources