10/10/2023 0 Comments Mathematica for finance![]() ![]() Linear algebra: review of axioms and operations on linear spaces covariance and correlation matrices applications to asset pricing. Time-series models: random walks and Bernoulli trials recursive calculations for Markov processes basic properties of linear time series models (AR(p), MA(q), GARCH(1,1)) first-passage properties applications to forecasting and trading strategies.Ĭontinuous time stochastic processes: continuous time limits of discrete processes properties of Brownian motion introduction to Itô calculus solving differential equations of finance applications to derivative pricing and risk management. Statistics: statistical inference and hypothesis tests time series tests and econometric analysis regression methods ![]() Probability: review of laws probability common distributions of financial mathematics CLT, LLN, characteristic functions, asymptotics. To do so, click the link above, then click "Enroll." Show more *Please note that you will need to enroll in order to access the Prerequisite and Resources site. Learners are urged to thoroughly review the 15.455x Prerequisites and Resources site* which details these prerequisites and provides a robust suite of resources to prepare you for this advanced math course, including a readiness assessment to help you confirm that you have a solid understanding of the 15.455x prerequisite material, and to indicate directions of study in case you need to build on your current foundations prior to starting the course. ![]() There are a number of prerequisites for this course: Calculus (multivariable), probability and statistics, linear algebra, and basic programming skills. Time-series models: random walks, ARMA, and GARCH. ![]()
0 Comments
Leave a Reply. |
AuthorWrite something about yourself. No need to be fancy, just an overview. ArchivesCategories |