Topics in Mathematics with Applications in Finance

This is the first version of 18.642 Topics in Mathematics with Applications in Finance from Fall 2024. Please visit the 18.642 site for more materials and lecture recordings. An investment game is also available as an additional learning resource.

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.