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What are your favourite video lectures, presentations and talks available online?

A few rules:

  • Must be related to quantitative finance. No Economics 101 courses, please.

  • Try to avoid DIY lectures for wannabe Soros types (e.g. how to earn millions trading S&P 500 futures).

  • Try to post specific links to freely available stuff.
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2  
Very good idea, ah ! if only I knew some –  TheBridge Feb 11 '11 at 10:15
10  
Community wiki? –  vonjd Feb 11 '11 at 11:31
    
+1 for community wiki. –  Andrey Taptunov Feb 11 '11 at 11:35

15 Answers 15

Department of Mathematics at University of Minnesota has 4 online lectures on financial mathematics - Lectures on financial mathematics:

  • Notes on Financial Mathematics
  • The Risk-Neutral World
  • Δ-Hedging
  • The Central Limit Theorem

David Harper aka Bionic Turtle has set of small videos on his website about quantitative finance and risk management - Bionic Turtle videos

Salomon Center at NYU Stern School of Business has free to download videos from Derivatives 2009 and Derivatives 2007 conferences with presentations by J.Hull, P.Carr, E.Derman and others:

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I'm putting up videos about what I'm learning while I read through Paul Wilmott on Quantitative Finance, it's at NathansLessons.com. So far I have 23 videos covering chapters 1 through 16. The videos are in "virtual blackboard" format, like Khan Academy.

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+1. Looks good to me! –  olaker Mar 8 '11 at 9:19
    
Somewhat off-topic, how do you do those virtual blackboard recordings? I understand that you've got a graphics tablet, but do you use any particular piece of software to scroll the board, change the colors, and the like? –  Dmitri Nesteruk Jan 9 '12 at 23:04
    
Looks like the author did a separate post on how to record those - thanks for that. –  Dmitri Nesteruk Feb 10 '12 at 11:36
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Link is down. Is there a backup somewhere? –  Randomblue Sep 13 '13 at 9:56
    
Not sure it's all of them, but some of them are on youtube youtube.com/channel/UC32eJK38vG-vpdMOH54q0Uw –  tanstaafl Sep 13 '13 at 23:19

This is a great question. I hope there are many valuable contributions.

  1. The recent (Jan 27, 28) MIT 150 Symposium, "Economics and Finance: From Theory to Practice to Policy". http://mit150.mit.edu/symposia/economics

    Specifically, the Jan 28 should be of interest (Finance). I particularly enjoyed Ross.

  2. "Finding Alpha" Videos (based on Falkenstein's Wiley Finance book. http://www.efalken.com/video/index.html

    I haven't watched any yet, nor read the book - but intend to - so I cannot vouch for quality.

  3. There are also some nuggets buried in here (J. Simons, A. Lo, etc.): http://mitworld.mit.edu/browse/topic/13
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I strongly recommend Robert Shiller's "Financial Markets".

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Khan Academy now offers finance videos (he already started with e.g. the basics of option trading strategies and arbitrage pricing):

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Quite a lot of lectures on Wilmott.com: http://wilmott.com/av.cfm

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A couple of lecture note links, no video or audio, but these are pretty useful nonetheless.

Notes from Emmanuel Derman's 2007 Columbia course on the Volatility Smile

Andrew Lesniewski's 2009 notes on Interest Rate and Credit pricing, on his Lectures and Presentations page, there are a few other interesting presentations there as well.

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While not strictly quantitative finance, for the first year in the PhD I found this Youtube-Channel extremely helpful:

http://www.youtube.com/user/mathematicalmonk

I covers almost only math, but does a very good job at explaining the basics of probability theory. Most people will already have mastered that stuff, but it will surely help those unfamiliar with the basics.

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I like http://videolectures.net/, lots of conferences/lectures in computer science and maths, some in finance ...

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Coursera had a Computational Investing course by Prof. Tucker Balch as well.

https://www.coursera.org/course/compinvesting1

Looks like it is being offered again in February 2013. Useful for someone who wants to learn basic finance and coding for Finance in Python. They use a software developed for the same course in GeorgiaTech.

Hope this is useful.

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Also there are some interesting videos from Global Derivatives 2011-2012 confernces.

Particularly this one: http://www.youtube.com/watch?v=FK8MjpGKIkk

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To brush up on some of the basics, Yale has the following: http://oyc.yale.edu/economics

Three of four are financial.

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protected by chrisaycock Jan 13 '13 at 0:16

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