This lecture is a review of the probability theory needed for the course, including random variables, probability...

This is an applications lecture on Value At Risk (VAR) models, and how financial institutions manage market risk.

This lecture introduces the mathematical and statistical foundations of regression analysis, particularly linear...

 This is the second of three courses introducing the topic of time series analysis, describing multivariate time...

 This course describes portfolio theory, including topics of Markowitz mean-variance optimization, von...

This course covers stochastic processes, including continuous-time stochastic processes and standard Brownian motion.

This lecture introduces the topic of volatility modeling, including historical volatility, geometric Brownian motion,...

This course focuses on option price and probability duality. This is an additional course to the application of...

This is the last of three lectures introducing the topic of time series analysis, describing cointegration,...

 This is a guest lecture on regularized pricing and risk models, featuring explanations of bonds, swaps, and yield...

This is an extra course that describes the HJM model for interest rates and credit, including hedging risk on interest...

 This is a guest lecture on commodity modeling, analyzing the methods of generating profit with a constrained...

This lecture describes factor modeling, featuring linear, macroeconomic, fundamental, and statistical factor models,...

This lecture explains the theory behind Itō calculus.

This lecture focuses on portfolio management, including portfolio construction, portfolio theory, risk parity...

This is a lecture on risk-neutral pricing, featuring the Black-Scholes formula and risk-neutral valuation.

This is a guest lecture on quanto credit hedging, including using mathematical models in trading.

This lecture is an introduction to counterparty credit risk, featuring credit valuation as well as the broad economic...

This guest lecture features the Ross Recovery Theorem.

Are you looking for start-up capital? Learn about the financing options available for newer businesses and how to...