Analytics of Finance
MIT's Sloan School of Management course covering the key quantitative methods used in modern finance. Topics include financial econometrics and statistical inference, dynamic optimization, Monte Carlo simulation, and stochastic (Ito) calculus, with attention to computer implementation of each technique. Application areas include portfolio management, risk management, derivatives pricing, and proprietary trading strategies. Materials are provided through MIT OpenCourseWare and typically include lecture notes, problem sets, and readings drawn from the graduate curriculum. The course assumes a strong quantitative background and builds toward using these mathematical tools to model and analyze real financial markets and instruments. As with other MIT OpenCourseWare offerings, the course is free to access and there is no certificate offered.