MAT 133 Mathematical Finance (Matthias Köppe; Spring 2021)

MAT 133 Mathematical Finance (Matthias Köppe; Spring 2021)

This is a quarter-long upper-division undergraduate course on Mathematical Finance, held in Spring 2021. Most of the videos are lightly edited versions of synchronously held lectures. All notes were written in real time.

The course follows the textbook by Capiński and Zastawniak, Mathematics for Finance, An Introduction to Financial Engineering. The approach of the textbook is complemented by a review of probability and stochastic processes from a measure-theoretic viewpoint; and by computational explorations using the AMPL system.

Videos and all other materials are copyright 2021 Matthias Köppe and shared as Open Educational Resources subject to the Creative Commons Attribution-ShareAlike 3.0 Unported (CC BY-SA 3.0) license.

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