Hot answers tagged education
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 ...
A quick google search retrieves the syllabus for the Stanford STATS 242 class. You can find it here. Just in case it's taken down at some point I'll copy-paste the source material. Keep in mind that I have no idea if this material is good or bad -- I didn't make this list. Also keep in mind that it contains treatments of what does and does not work. With ...
This is a great question. I hope there are many valuable contributions. 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. "Finding Alpha" Videos (based on Falkenstein's ...
Eric Zivot's Introduction to Computational Finance and Financial Econometrics on Coursera.
I strongly recommend Robert Shiller's "Financial Markets".
Khan Academy now offers finance videos (he already started with e.g. the basics of option trading strategies and arbitrage pricing):
There is a mathfinance "tube": http://www.mathfinance.cn/video/
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.
Quite a lot of lectures on Wilmott.com: http://wilmott.com/av.cfm
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 ...
Try this: if you win this, you are really good ;) The Heritage Health Prize, is a contest to predict the admission of patients. The company provides you historical data. This is a very interesting exercise where you can apply AI and statistics/econometrics http://www.heritagehealthprize.com/c/hhp if you are looking for different projects, why not join ...
Quantnet provided a rankings of MS in Financial Engineering programs, which can be used for reference. More generally, this really depends on what area of quantitative finance that interests you: If you want to work in developing valuation and pricing models, than one of these programs will be very useful. If you want to work in quantitative trading, it's ...
It's often hard to give a definite answer to such "what is top programs" questions. When we did the Quantnet MFE ranking in 2009, it was more or less as a guide for people new to this field since it's hard to find information on these MFE programs. A lot of your choice will come down to personal preferences such as location, tuition, length, program ...
To brush up on some of the basics, Yale has the following: http://oyc.yale.edu/economics Three of four are financial.
Also there are some interesting videos from Global Derivatives 2011-2012 confernces. Particularly this one: http://www.youtube.com/watch?v=FK8MjpGKIkk
Plenty of useful cources can be found at https://www.coursera.org/courses. For example: Data Analisys, Computational Methods for Data Analysis,
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.
My personal opinion after 2 years of interest in MFE: NYU's Courant Institute of Mathematics UC Berkeley Columbia University Princeton University I cant say about others after these top 4, IMO.
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