Video lectures on stochastic calculus and financial engineering

[krutoj]

I've searched Amazon and found no quant educational DVD.
Mant universities have distance learning programs so I think they also sell DVDs , does anybody know where to buy this staff.
If you studied on distance programme I will bought CDs from you.Please PM me.
Thank you.

 

[Joy Pathak]

I've searched Amazon and found no quant educational DVD.
Mant universities have distance learning programs so I think they also sell DVDs , does anybody know where to buy this staff.
If you studied on distance programme I will bought CDs from you.Please PM me.
Thank you.

I don't think programs sell their lectures. I have never heard of this atleast. You can find video lectures on iTunes University from several universities.

 

[Andy Nguyen]

http://www.khanacademy.org
http://wilmott.com/av.cfm
http://oyc.yale.edu/economics/financial-markets
http://www.math.umn.edu/finmath/lectures/

 

[letangke]

Prof. Jaimungal at UofT also posts his lectures online
http://www.utstat.utoronto.ca/sjaimung/teaching.htm

 

[krutoj]

Guys, great thanks for links, they are very useful!
On the Prof. Jaimungal page I've found also videos of past seminars and conferences held at UofT, they are also very interesting.
So are there other sites with videos of conferences on mathematical finance?

 

[ChrisN]

Thanks a lot for the links guys!

 

[Jojo]

I've searched Amazon and found no quant educational DVD.
Mant universities have distance learning programs so I think they also sell DVDs , does anybody know where to buy this staff.
If you studied on distance programme I will bought CDs from you.Please PM me.
Thank you.

Here are some from MIT Opencourseware:

i. Investments: http://ocw.mit.edu/courses/sloan-school-of-management/15-433-investments-spring-2003/
ii. Analytics of Finance: http://ocw.mit.edu/courses/sloan-school-of-management/15-450-analytics-of-finance-fall-2010/
iii. Corporate Finance and Financial Markets: http://ocw.mit.edu/courses/sloan-school-of-management/15-450-analytics-of-finance-fall-2010/
iv. Finance Theory II: http://ocw.mit.edu/courses/sloan-school-of-management/15-402-finance-theory-ii-spring-2003/

 

[Andy Nguyen]

Found one more http://www.youtube.com/user/TAUVOD#g/c/5D4E2534D3EF0644

 

[Ohad]

Found one more http://www.youtube.com/user/TAUVOD#g/c/5D4E2534D3EF0644

LOL I just found out about these videos a couple of days ago when I was looking for a prospective Ph.D.

Does Prof Benniga have a good international reputation? I looked at his homepage and he wrote a couple of books and seem to be a serious figure in the field.

 

[VladimirBunicu]

Some of Baruch MFE students enjoyed lectures on non-linear optimization taught by Prof. Tai-Ho Wang. While my schedule didn't allow me to sit in the class, I watched through the video lectures below by Prof. Stephen Boyd (whose textbook was used in our class at that time)
http://academicearth.org/courses/convex-optimization-i
http://academicearth.org/courses/convex-optimization-ii
You could also find this stream relevant:
http://academicearth.org/courses/mathematical-methods-for-engineers-ii

 

[Andy Nguyen]

Does Prof Benniga have a good international reputation? I looked at his homepage and he wrote a couple of books and seem to be a serious figure in the field.

He is the famous Benninga of http://www.amazon.com/Financial-Modeling-Simon-Benninga/dp/0262026287/
This book was mentioned many times around here.

 

[Ohad]

He is the famous Benninga of http://www.amazon.com/Financial-Modeling-Simon-Benninga/dp/0262026287/
This book was mentioned many times around here.

Very nice....so I guess that Israel have a couple of interesting opportunities in the field of financial engineering

Say Andy, I can get into MBA on the basis of my M.Sc and try to excel and get into the direct Ph.D program or should I do a GMAT and go straight to the Ph.D program? What do you think?

(Prof Benninga is from the Management Faculty and these are thier requirements)

 

[phartark]

Thx Andy.

 

[Renjie Wang]

Hi. all. I just wonder if there is any stochastic calculus(or some relevant courses like stochastic process and stochastic differential equations) online course which offers certificate. I really need to take these courses in order to meet the requirement for MFE program.
Thanks.