# Probability and Stochastics for Finance II

- Institution: IIT Kanpur
- Department: Humanities and Social Sciences
- Teacher: Prof. Joydeep Dutta
- Level: Undergraduate
- Language: English
- Subjects: Society and politics
- Source: [NPTEL](https://nptel.ac.in/courses/109104104)
- Licence: [CC BY-NC-SA](https://nptel.ac.in/faq) (Non-commercial use only.)
- Syllabus: [at the source](https://nptel.ac.in/courses/109104104)
- Who can watch: Teens profiles and older (sources give no ratings; placed by Invisible Network from the source's own words)

## Lectures

1. [Fundamentals of Interest Rates](https://invisiblenetwork.ai/learn/nptel/109104104/05858804bb2f) (Video)
2. [Fixed Income Securities](https://invisiblenetwork.ai/learn/nptel/109104104/c912c9c8a477) (Video)
3. [Term Structure of Interest Rates- I](https://invisiblenetwork.ai/learn/nptel/109104104/6b4927a8b754) (Video)
4. [Optimization Models In Finance](https://invisiblenetwork.ai/learn/nptel/109104104/0efb67162f8c) (Video)
5. [Crash course on KKT Condition](https://invisiblenetwork.ai/learn/nptel/109104104/e7d572c24757) (Video)
6. [Mean Variance Portfolio Optimization I](https://invisiblenetwork.ai/learn/nptel/109104104/e65071bc20f9) (Video)
7. [Mean Variance Portfolio Optimization II](https://invisiblenetwork.ai/learn/nptel/109104104/d1ce60477de4) (Video)
8. [Mean Variance Portfolio Optimization III](https://invisiblenetwork.ai/learn/nptel/109104104/1f486b3ab29d) (Video)
9. [Mean Variance Portfolio Optimization IV](https://invisiblenetwork.ai/learn/nptel/109104104/240948cae334) (Video)
10. [Last lecture on Portfolio Optimization](https://invisiblenetwork.ai/learn/nptel/109104104/eae562711fad) (Video)
11. [Capital Asset Pricing Model](https://invisiblenetwork.ai/learn/nptel/109104104/cba5b08d48d4) (Video)
12. [The Binomial Model \[Lox-Ross-Rubenstein Model\]](https://invisiblenetwork.ai/learn/nptel/109104104/6a7bc20d9cdb) (Video)
13. [The Binomial Method II](https://invisiblenetwork.ai/learn/nptel/109104104/6c81fb6675c9) (Video)
14. [Binomial Method III (Multiperiod model)](https://invisiblenetwork.ai/learn/nptel/109104104/40fb5a939097) (Video)
15. [Binomial model IV](https://invisiblenetwork.ai/learn/nptel/109104104/089c47bd04a8) (Video)
16. [Girsanav's Theorem (Basic tool)](https://invisiblenetwork.ai/learn/nptel/109104104/ab0502148ef2) (Video)
17. [Girsanav's Theorem (Statement and proof)](https://invisiblenetwork.ai/learn/nptel/109104104/575b138688b2) (Video)
18. [Stock price under risk netral measure](https://invisiblenetwork.ai/learn/nptel/109104104/8343ba933f02) (Video)
19. [The Black -Scholes formula](https://invisiblenetwork.ai/learn/nptel/109104104/d423b5456268) (Video)
20. [Final Lecture](https://invisiblenetwork.ai/learn/nptel/109104104/92ea07ce6412) (Video)