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Analytics of Finance

Massachusetts Institute of TechnologyUnited States15.450
Free, no sign-up neededFall 2010English
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This course covers the key quantitative methods of finance: financial econometrics and statistical inference for financial applications; dynamic optimization; Monte Carlo simulation; stochastic (Itô) calculus. These techniques, along with their computer implementation, are covered in depth. Application areas include portfolio management, risk management, derivatives, and proprietary trading.

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