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Quant finance lecture notes

655 lecture notes selected for learning quantitative finance. Highlighted picks come first. Showing 351–400; page 8 of 14.

  1. LECTURE NOTES ON CONTINUOUS TIME FINANCE

    Carnegie Mellon University · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  2. LECTURE NOTES ON DISCRETE TIME FINANCE

    Carnegie Mellon University · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  3. LECTURE NOTES ON STOCHASTIC CALCULUS FOR FINANCE

    Carnegie Mellon University · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  4. lecture1-overview

    Carnegie Mellon University · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  5. Lectures 1-2 Foundations of Finance 1 Lectures 1-2: Time Value of Money

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

    quantitative finance · teaching materials · university resources

  6. Lectures 10-11 Foundations of Finance 1 Lecture 10-11: CAPM.

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

    quantitative finance · teaching materials · university resources

  7. Lectures 13-14 Foundations of Finance 11 Lectures 13-14: Asset Pricing Model Evidence and Market Efficiency

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

    quantitative finance · teaching materials · university resources

  8. Lectures 17-19 Foundations of Finance 1 Lectures 17-19: Bond Pricing, Forward Rates and the Yield Curve.

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

    quantitative finance · teaching materials · university resources

  9. Lectures 21-22 Foundations of Finance 1 Lectures 21-22: Derivatives: Definitions and Payoffs.

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

    quantitative finance · teaching materials · university resources

  10. Lectures 25-26 Foundations of Finance 63 Lectures 25-26: Futures and Forward Contracts: Valuation.

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

    quantitative finance · teaching materials · university resources

  11. Lectures 3 And 4: Martingales (UChicago, 2001)

    Steven P. Lalley

    asset pricing · martingales · mathematical finance · probability · stochastic processes

  12. Let 21: Neural Network (Deep Learning) CS3780/5780 Nonlinear Method: Kernel Method•Kernel method: In an elegant way, lift linear methods to provide non-linear predictors•Predictor given by where is an implicit feature

    Cornell University · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  13. Linear regression - an example Mankiw, Romer and W eil (QJE, 1992) present cross-section regression models for the log of income per capita, estimated using a sample of 98

    University of Oxford · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  14. MA1102R(1819Sem1)Exam.dvi

    National University of Singapore · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  15. MA2104 Multivariable Calculus Lecture Notes 1

    National University of Singapore · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  16. MA4270 Lecture Notes #0: Introduction

    National University of Singapore · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  17. MACHINE LEARNING COMS 4771, HOMEWORK 1

    Columbia University · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  18. Machine Learning: a Lecture Note

    Kyunghyun Cho · 2025

    Genentech · Lecture Notes · Machine Learning · NYU

  19. Marche aléatoire sur Zd et transformée de Fourier

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

    quantitative finance · teaching materials · university resources

  20. Marche de paramètre α sur le réseau Z2

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

    quantitative finance · teaching materials · university resources

  21. Martingale Pricing Theory in Discrete-Time and Discrete-Space Models (Columbia IEOR E4706)

    Martin Haugh

    asset pricing · financial engineering · martingales · mathematical finance

  22. Master of Science in Finance (MSF) < Illinois Institute of Technology — Download Page (PDF)

    Illinois Institute of Technology · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  23. MATH 205A: Real Analysis I — Andrew Lin’s Notes

    Stanford University · advanced · quantitative finance

    quantitative finance · student notes · university resources

  24. MATH 205B: Real Analysis II — Andrew Lin’s Notes

    Stanford University · advanced · quantitative finance

    quantitative finance · student notes · university resources

  25. MATH 232: Topics in Probability — Andrew Lin’s Notes

    Stanford University · advanced · quantitative finance

    quantitative finance · student notes · university resources

  26. MATH 233C: Topics in Combinatorics — Andrew Lin’s Notes

    Stanford University · advanced · quantitative finance

    quantitative finance · student notes · university resources

  27. MATH 235: Modern Markov Chains — Andrew Lin’s Notes

    Stanford University · advanced · quantitative finance

    quantitative finance · student notes · university resources

  28. MATH 235: Modern Markov Chains — Andrew Lin’s Notes

    Stanford University · advanced · quantitative finance

    quantitative finance · student notes · university resources

  29. Math 290-1: Linear Algebra & Multivariable Calculus Lecture Notes

    Santiago Cañez

    eigenvalues · gauss-jordan elimination · linear algebra · linear systems · matrices · multivariable calculus

  30. Mathematical Finance 345 / Statistics 390: Homework 1 (UChicago, 2001)

    Steven P. Lalley

    asset pricing · derivatives · mathematical finance · option pricing

  31. Mathematical Finance 345 / Statistics 390: Homework 2 (UChicago, 2001)

    Steven P. Lalley

    asset pricing · derivatives · mathematical finance · option pricing

  32. Mathematical Finance 345 / Statistics 390: Homework 3 (UChicago, 2001)

    Steven P. Lalley

    martingales · mathematical finance · probability · stochastic processes

  33. Mathematical Finance 345 / Statistics 390: Homework 4 (UChicago, 2001)

    Steven P. Lalley

    asset pricing · derivatives · martingales · mathematical finance · probability · stochastic processes

  34. Mathematical Finance 345 / Statistics 390: Homework 5 (UChicago, 2001)

    Steven P. Lalley

    brownian motion · probability · stochastic processes

  35. Mathematical Finance 345 / Statistics 390: Homework 6 (UChicago, 2001)

    Steven P. Lalley

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

  36. Mathematical Finance 345 / Statistics 390: Homework 7 (UChicago, 2001)

    Steven P. Lalley

    asset pricing · derivatives · mathematical finance · option pricing · stochastic calculus · stochastic processes

  37. Mathematical Finance 345 / Statistics 390: Homework 8 (UChicago, 2001)

    Steven P. Lalley

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

  38. Mathematical Finance 345 / Statistics 390: Homework 9 (UChicago, 2001)

    Steven P. Lalley

    asset pricing · derivatives · mathematical finance · option pricing · probability · stochastic calculus

  39. Mathematical Finance Lecture Notes

    Rutgers University · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  40. Mathematical Foundations of Machine Learning

    Robert Nowak · 2022

    bayesian inference · kernel methods · neural networks · optimization · probability · statistical learning theory

  41. Mathematics of Computational Finance

    Andrzej Palczewski, University of Warsaw · 2022

    american options · computational finance · derivative pricing · finite difference methods · finite element methods · monte carlo methods

  42. Mathematics of Financial Markets

    University of Waterloo · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  43. Maths You Need for Graduate Studies in Quantitative Finance

    Alexandre Landi

    linear algebra

  44. Matrix Calculus (for Machine Learning and Beyond)

    Alan Edelman, Paige Bright, Steven G. Johnson · 2023

    Course Notes · Linear Algebra · MIT · Machine Learning · Matrix Calculus

  45. Max Dama on Automated Trading

    Max Dama · 2011

    Algorithms · Automated Trading · Quantitative Trading

  46. Maximum de variables géométriques | Chaîne de Markov serpent

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

    quantitative finance · teaching materials · university resources

  47. Mean-Variance Optimization and the CAPM (Columbia IEOR E4706)

    Martin Haugh

    asset pricing · capm · mathematical finance · optimization · portfolio management · portfolio optimization

  48. Mélange de cartes top-to-random

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

    quantitative finance · teaching materials · university resources

  49. METU MATHEMATICS DEPARTMENT REAL ANALYSIS SEPTEMBER 2015 - TMS EXAM

    Middle East Technical University (METU) · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  50. Michigan Mathematics Alexander Ziwet Lectures Professor Ioannis Karatzas

    University of Michigan · advanced · quantitative finance

    quantitative finance · teaching materials · university resources