Copyright Information: Peter Kempthorne, Choongbum Lee, Vasily Strela, and Jake Xia. 18.S096 Topics in Mathematics with Applications in Finance. Fall 2013. Massachusetts Institute of Technology: MIT OpenCourseWare, https://ocw.mit.edu. License: Creative Commons BY-NC-SA.
The purpose of the class is to expose undergraduate and graduate students to the mathematical concepts and techniques used in the financial industry. Mathematics lectures are mixed with lectures illustrating the corresponding application in the financial industry. MIT mathematicians teach the mathematics part while industry professionals give the lectures on applications in finance.