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Mathematical Methods for Quantitative Finance

Finance,

Modern finance is the science of decision making in an uncertain world, and its language is mathematics. As part of the MicroMasters® Program in Finance, this course develops the tools needed to describe financial markets, make predictions in the face of uncertainty, and find optimal solutions to business and investment decisions.

This course will help anyone seeking to confidently model risky or uncertain outcomes. Its topics are essential knowledge for applying the theory of modern finance to real-world settings. Quants, traders, risk managers, investment managers, investment advisors, developers, and engineers will all be able to apply these tools and techniques.

The course is excellent preparation for anyone planning to take the CFA exams.

What you'll learn

  • Calculus
  • Probability and statistics
  • Linear algebra
  • Probability distributions in finance
  • Time-series models: random walks, ARMA, and GARCH
  • Continuous-time stochastic processes
  • Optimization
  • Linear algebra of asset pricing
  • Statistical and econometric analysis
  • Monte Carlo simulation
  • Applied computational techniques

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Length 12 weeks
Effort 10 - 14 hours per week
Starts On Demand (Start anytime)
Cost $450
From MITx, Massachusetts Institute of Technology via edX
Instructors Paul F. Mende, Egor Matveyev
Download Videos On all desktop and mobile devices
Language English
Subjects Business Mathematics
Tags Economics & Finance Math Engineering

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Rating Not enough ratings
Length 12 weeks
Effort 10 - 14 hours per week
Starts On Demand (Start anytime)
Cost $450
From MITx, Massachusetts Institute of Technology via edX
Instructors Paul F. Mende, Egor Matveyev
Download Videos On all desktop and mobile devices
Language English
Subjects Business Mathematics
Tags Economics & Finance Math Engineering

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