# Mathematical Finance

- Institution: IIT Guwahati
- Department: Mathematics
- Taught by: Prof. N. Selvaraju, Prof. Siddhartha Pratim Chakrabarty
- Level: Undergraduate
- Language: English
- Subjects: Mathematics
- Source: [NPTEL](https://nptel.ac.in/courses/111103126)
- Licence: [CC BY-NC-SA](https://nptel.ac.in/faq) (Non-commercial use only.)
- Syllabus: [at the source](https://nptel.ac.in/courses/111103126)
- Who can watch: Tweens profiles and older (sources give no ratings; placed by Invisible Network from the source's own words)

## Lectures

1. [Lecture 1: Introduction to Financial Markets and Bonds](https://invisiblenetwork.ai/learn/nptel/111103126/bafc2f9afcef) (Video)
2. [Lecture 2: Introduction to Stocks, Futures & Forwards and Swaps](https://invisiblenetwork.ai/learn/nptel/111103126/5b9fc1b93afc) (Video)
3. [Lecture 3: Introduction to Options](https://invisiblenetwork.ai/learn/nptel/111103126/a49090c5b004) (Video)
4. [Lecture 1: Interest Rates and Present Value](https://invisiblenetwork.ai/learn/nptel/111103126/f433377095ba) (Video)
5. [Lecture 2: Present & Future Values, Annuities, Amortization and Bond Yield](https://invisiblenetwork.ai/learn/nptel/111103126/cd56336e91fe) (Video)
6. [Lecture 3: Price Yield Curve and Term Structure of Interest Rates](https://invisiblenetwork.ai/learn/nptel/111103126/e36dd7ad2169) (Video)
7. [Lecture 7: Markowitz Theory, Return & Risk and Two Asset Portfolio](https://invisiblenetwork.ai/learn/nptel/111103126/d8f57daa9068) (Video)
8. [Lecture 8: Minimum Variance Portfolio and Feasible Set](https://invisiblenetwork.ai/learn/nptel/111103126/ef0f8d341c6d) (Video)
9. [Lecture 9: Multi Asset Portfolio, Minimum Variance Portfolio, Efficient Frontier and Minimum Variance Line](https://invisiblenetwork.ai/learn/nptel/111103126/64db68d905e4) (Video)
10. [Lecture 10: Minimum Variance Line (Continued), Market Portfolio](https://invisiblenetwork.ai/learn/nptel/111103126/198eb8fe9a62) (Video)
11. [Lecture 11: Capital Market Line, Capital Asset Pricing Model](https://invisiblenetwork.ai/learn/nptel/111103126/1582edfa01b8) (Video)
12. [Lecture 12: Performance Analysis](https://invisiblenetwork.ai/learn/nptel/111103126/804be8860e62) (Video)
13. [Lecture 13: No-Arbitrage Principle and Pricing of Forward Contracts](https://invisiblenetwork.ai/learn/nptel/111103126/aec1ce3bf0ed) (Video)
14. [Lecture 14: Futures, Options and Put-Call-Parity](https://invisiblenetwork.ai/learn/nptel/111103126/b0cdfcfec8b9) (Video)
15. [Lecture 15: Bounds on Options](https://invisiblenetwork.ai/learn/nptel/111103126/af6114de6ff0) (Video)
16. [Lecture 16: Derivative Pricing in a Single Period Binomial Model](https://invisiblenetwork.ai/learn/nptel/111103126/abc1615d79b1) (Video)
17. [Lecture 17: Derivative Pricing in Multiperiod Binomial Model](https://invisiblenetwork.ai/learn/nptel/111103126/b1b7d8a23c77) (Video)
18. [Lecture 18: Derivative Pricing in Binomial Model and Path Dependent Options](https://invisiblenetwork.ai/learn/nptel/111103126/adb1cd972a2e) (Video)
19. [Lec 19: Discrete Probability Spaces](https://invisiblenetwork.ai/learn/nptel/111103126/a1b3f0af6211) (Video)
20. [Lec 20: Filtrations and Conditional Expectations](https://invisiblenetwork.ai/learn/nptel/111103126/5683eaf6d5ae) (Video)
21. [Lec 21: Properties of Conditional Expectations](https://invisiblenetwork.ai/learn/nptel/111103126/793d658bd870) (Video)
22. [Lecture 22: Examples of Conditional Expectations, Martingales](https://invisiblenetwork.ai/learn/nptel/111103126/26a27cb19c42) (Video)
23. [Lecture 23: Risk-Neutral Pricing of European Derivatives in Binomial Model](https://invisiblenetwork.ai/learn/nptel/111103126/3e9f0a8d3b1a) (Video)
24. [Lecture 24: Actual and Risk-Neutral Probabilities, Markov Process, American Options](https://invisiblenetwork.ai/learn/nptel/111103126/2e02dda8a345) (Video)
25. [Lecture 25: General Probability Spaces, Expectations, Change of Measure](https://invisiblenetwork.ai/learn/nptel/111103126/8289eccacca6) (Video)
26. [Lecture 26: Filtrations, Independence, Conditional Expectations](https://invisiblenetwork.ai/learn/nptel/111103126/88498bc54460) (Video)
27. [Lecture 27: Brownian Motion and its Properties](https://invisiblenetwork.ai/learn/nptel/111103126/a3087852dacc) (Video)
28. [Lecture 28: Itô Integral and its Properties](https://invisiblenetwork.ai/learn/nptel/111103126/95574568a853) (Video)
29. [Lecture 29: Itô Formula, Itô Processes](https://invisiblenetwork.ai/learn/nptel/111103126/4bc7b681d46f) (Video)
30. [Lecture 30: Multivariable Stochastic Calculus, Stochastic Differential Equations](https://invisiblenetwork.ai/learn/nptel/111103126/cf056694f419) (Video)
31. [Lec 31: Black-Scholes-Merton (BSM) Model, BSM Equation, BSM Formula](https://invisiblenetwork.ai/learn/nptel/111103126/15ac342aa71f) (Video)
32. [Lec 32: Greeks, Put-Call Parity, Change of Measure](https://invisiblenetwork.ai/learn/nptel/111103126/cc856471e85d) (Video)
33. [Lec 33: Girsanov Theorem, Risk-Neutral Pricing of Derivatives, BSM Formula](https://invisiblenetwork.ai/learn/nptel/111103126/97f8be518fdd) (Video)
34. [Lec 34: MRT and Hedging, Multidimensional Girsanov and MRT](https://invisiblenetwork.ai/learn/nptel/111103126/53ec3d0b0a40) (Video)
35. [Lec 35: Multidimensional BSM Model, Fundamental Theorems of Asset Pricing](https://invisiblenetwork.ai/learn/nptel/111103126/2706e51a2b36) (Video)
36. [Lec 36: BSM Model with Dividend-Paying Stocks](https://invisiblenetwork.ai/learn/nptel/111103126/a3cfc757a169) (Video)
37. [Live Session 07-10-2020](https://invisiblenetwork.ai/learn/nptel/111103126/bafc2f9afcef-2) (Video)
38. [Live Session 29-10-2020](https://invisiblenetwork.ai/learn/nptel/111103126/5b9fc1b93afc-2) (Video)
39. [Live Session 17-11-2020](https://invisiblenetwork.ai/learn/nptel/111103126/a49090c5b004-2) (Video)
40. [Live Session 05-11-2019](https://invisiblenetwork.ai/learn/nptel/111103126/f433377095ba-2) (Video)
41. [Live Session 30-08-2019](https://invisiblenetwork.ai/learn/nptel/111103126/cd56336e91fe-2) (Video)