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Free MIT Course: Mathematical Finance and Stochastic Modeling

Study mathematical tools used to represent financial uncertainty. The lectures combine probability, regression, portfolio analysis and volatility modeling within an academic treatment of quantitative finance.

Video numbers show the position in this classroom. Lecture and recitation numbers retain MIT’s original numbering.

Video 1 of 22 17:51

Lecture 1, Part I: Introduction of the Class

Before you start

Suggested preparation: Calculus, linear algebra and probability.

About this course

Study mathematical tools used to represent financial uncertainty. The lectures combine probability, regression, portfolio analysis and volatility modeling within an academic treatment of quantitative finance.

Topics and lesson examples

  • Lecture 1, Part I: Introduction of the Class
  • Lecture 1, Part III: Bond “Mathematics”
  • Lecture 6: Stochastic Processes I (cont.); Regression Analysis
  • Lecture 11: Regression Analysis (cont.)
  • Lecture 25: Stochastic Calculus (cont.); Stochastic Differential Equations

Course at a glance

Provider MIT
Platform YouTube · MIT OpenCourseWare
Access Free Video
Level Professional — WikiFree study-level assessment
Language English
Available lessons 22
Video duration 26h 12m · self-paced
Details checked 10 October 2026

Preparation and study approach

Suggested preparation: Calculus, linear algebra and probability.

Follow the available videos in sequence, pausing to summarize the main argument or reconstruct a worked example. Keep a short list of assumptions, unfamiliar terms and questions to revisit. Additional reading, problem solving and practice will take time beyond the listed video duration.

Using this video classroom

Select a lesson from the list, or search for a topic. Previous and Next move through the sequence. You can mark lessons complete; progress is stored in this browser without a WikiFree account.

Free access and course scope

The public MIT OpenCourseWare videos in this classroom are free to watch. This listing provides the available playlist recordings, which may include selected lectures, recitations, demonstrations or supporting discussions rather than every component of the original campus course. Textbooks, equipment, software licenses, supervised labs, graded assignments and instructor feedback are not supplied by WikiFree. No purchase is required to watch the videos or use the note-based study approach above.

WikiFree independently organizes these resources for self-paced study. Watching does not award an MIT certificate, academic credit or admission to MIT.

Video provider and credit: MIT OpenCourseWare on YouTube. WikiFree titles, descriptions and cover artwork are independently prepared.

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This course — Free MIT Course: Mathematical Finance and Stochastic ModelingProfessionalLecture 1, Part I: Introduction of the Class · Lecture 1, Part III: Bond “Mathematics” · Lecture 6: Stochastic Processes I (cont.); Regression Analysis26h 12m of video; practice time is additional
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