15.455
Advanced Mathematical Methods for Financial Engineering
Covers advanced mathematical topics essential for financial engineering and quantitative finance: linear algebra, probability, statistics, optimization, stochastic processes, econometrics, machine learning, method of moments, and programming in Python. Covers topics at a more advanced level and at a faster pace than 15.454 . Restricted to students in the Master of Finance Program.
Prerequisites & course information
Prereq: None G (Summer) 3-0-6 units Credit cannot also be received for 15.454
Sources
- Course catalogue ↗2026–2027