Time Series Analysis II 
Time Series Analysis II
by MIT
Video Lecture 11 of 26
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.
Not yet rated
Views: 343
Date Added: July 3, 2017

Lecture Description

This is the second of three lectures introducing the topic of time series analysis, describing multivariate time series, representation theorems, and least-squares estimation.

Instructor: Peter Kempthorne

Course Index

Course Description

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.

Comments

There are no comments. Be the first to post one.
  Post comment as a guest user.
Click to login or register:
Your name:
Your email:
(will not appear)
Your comment:
(max. 1000 characters)
Are you human? (Sorry)