Topics in Mathematics with Applications in Finance

A flow diagram of a pricing model.

Pricing Model Diagram. (Image courtesy of Ivan Masyukov.)


MIT Course Number


As Taught In

Fall 2013



Cite This Course

Course Features

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.

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), (Accessed). License: Creative Commons BY-NC-SA

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