MIT OpenCourseWare

[MikeLawrence]

I forgot these existed and just went through the listings again and there are tons of great resources. I think this resource has been underutilized by QN members, or at least underrepresented.

Lecture 1: Introduction, Financial Terms and Concepts | Topics in Mathematics with Applications in Finance | Mathematics | MIT OpenCourseWare

MIT OpenCourseWare is a web based publication of virtually all MIT course content. OCW is open and available to the world and is a permanent MIT activity

ocw.mit.edu

^^^Mathematics in Finance course: VaR, bootstrapping yield curves, basic stochastic processes and numerical methods. Other ideas covered, keeping it brief, read the rest on your own.
Video lectures included, with slides and all resources used for the full class.

This should be a relatively painless way for those of us just beginning to get exposure to these ideas.

Calc III, linear algebra, some probability/statistics needed.

There are also several courses on statistics, probability, analysis, ect. Some have video lectures attached, some don't.

 

[Paul Lopez]

Definitely a very good collection of courses!