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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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    $\begingroup$ Very good idea, ah ! if only I knew some $\endgroup$
    – TheBridge
    Feb 11, 2011 at 10:15
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    $\begingroup$ Community wiki? $\endgroup$
    – vonjd
    Feb 11, 2011 at 11:31
  • $\begingroup$ I like to use udemy to learn new skills or technology: udemy.com/courses/search/?src=ukw&q=quantitative+finance So you can check this link. These courses are source of basic understanding new skill or technology. After that you need to practice it and if issue post issue on stack overflow or search answer on different platform $\endgroup$
    – M. Twarog
    Feb 21, 2022 at 20:35
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    $\begingroup$ Great question, shame most of the links are now broken. I guess the good old days are over and the big institutions started to cash in on people wanting to learn. Reminds of the post 8-bit years. $\endgroup$
    – pshmath0
    Nov 14, 2022 at 23:25

17 Answers 17

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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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    $\begingroup$ It appears the University of Minnesota lectures are no longer available. $\endgroup$
    – Jared
    Jan 18, 2017 at 15:16
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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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  • $\begingroup$ 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? $\endgroup$
    – Dmitri Nesteruk
    Jan 9, 2012 at 23:04
  • $\begingroup$ Looks like the author did a separate post on how to record those - thanks for that. $\endgroup$
    – Dmitri Nesteruk
    Feb 10, 2012 at 11:36
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    $\begingroup$ Link is down. Is there a backup somewhere? $\endgroup$
    – Randomblue
    Sep 13, 2013 at 9:56
  • $\begingroup$ Not sure it's all of them, but some of them are on youtube youtube.com/channel/UC32eJK38vG-vpdMOH54q0Uw $\endgroup$
    – tanstaafl
    Sep 13, 2013 at 23:19
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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". https://mit150.mit.edu/symposia/economics-finance.html

    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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    $\begingroup$ The first and third links are broken. Are they still available somewhere? (BTW, it'd be good to put the year, not just say "recent") $\endgroup$
    – Darren Cook
    Dec 10, 2019 at 18:47
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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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Eric Zivot's Introduction to Computational Finance and Financial Econometrics on Coursera.

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I strongly recommend Robert Shiller's "Financial Markets".

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  • $\begingroup$ This link is now dead. Can you update it? $\endgroup$
    – RoachLord
    Jul 12, 2018 at 13:51
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There is a mathfinance "tube":
http://www.mathfinance.cn/video/

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  • $\begingroup$ The link is now broken it seems. $\endgroup$
    – pshmath0
    Nov 14, 2022 at 23:19
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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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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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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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Plenty of useful cources can be found at https://www.coursera.org/courses.

For example: Data Analisys, Computational Methods for Data Analysis,

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I’ve found the following insightful:

  1. How is QuantLib doing? Talk at the QuantLib User Meeting 2017. Luigi Ballabio (one of the creators of the library) discuses his personal feelings on the development and traction that library has gained, some interesting statistics regarding the number of contributors per release and average commits, future implementations of the library and much more.
  2. Again pertaining to QuantLib, the lesser known YouTuber eefelix has an interesting introductory QuantLib series worth checking out.
  3. Recently I watched CppCon 2017: Carl Cook “When a Microsecond is an Eternity: High Performance Trading Systems in C++. Carl works as a C++ software developer at Optiver and he discusses a lot of interesting programming techniques involved in low latency engineering for high frequency trading.
  4. Lastly, Quantitative Finance and Python Programming | Yves Hilpish. The hour long video goes over quantitative finance in general and programming implementation in Python.
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If you are into Asset pricing, check out Financial Theory with John Geanakoplos.

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