Learning Resources for Quantitative Finance and Trading

# Video lectures and presentations on quantitative finance


# Video lectures and presentations on quantitative finance












What are your favourite video lectures, presentations and talks available online?

A few rules:

- Must be related to quantitative finance. No Economics 101 courses, please.

- Try to avoid DIY lectures for wannabe Soros types (e.g. how to earn millions trading S&P 500 futures).

- Try to post specific links to freely available stuff.

## Answer by Andrey Taptunov (score 38)

https://quant.stackexchange.com/a/432

Department of Mathematics at University of Minnesota has 4 online lectures on financial mathematics - Lectures on financial mathematics:

- Notes on Financial Mathematics

- The Risk-Neutral World

- Δ-Hedging

- The Central Limit Theorem

David Harper aka Bionic Turtle has set of small videos on his website about quantitative finance and risk management - Bionic Turtle videos

Salomon Center at NYU Stern School of Business has free to download videos from Derivatives 2009 and Derivatives 2007 conferences with presentations by J.Hull, P.Carr, E.Derman and others:

- Derivatives 2009

- Derivatives 2007

## Answer by user545 (score 26)

https://quant.stackexchange.com/a/661

I'm putting up videos about what I'm learning while I read through Paul Wilmott on Quantitative Finance, it's at NathansLessons.com. So far I have 23 videos covering chapters 1 through 16. The videos are in "virtual blackboard" format, like Khan Academy.

## Answer by ZAxisMapping (score 25)

https://quant.stackexchange.com/a/521

This is a great question. I hope there are many valuable contributions.

- The recent (Jan 27, 28) MIT 150 Symposium, "Economics and Finance: From Theory to Practice to Policy". https://mit150.mit.edu/symposia/economics-finance.html Specifically, the Jan 28 should be of interest (Finance). I particularly enjoyed Ross.

- "Finding Alpha" Videos (based on Falkenstein's Wiley Finance book. http://www.efalken.com/video/index.html I haven't watched any yet, nor read the book - but intend to - so I cannot vouch for quality.

- There are also some nuggets buried in here (J. Simons, A. Lo, etc.): http://mitworld.mit.edu/browse/topic/13

## Answer by vonjd (score 14)

https://quant.stackexchange.com/a/860

Khan Academy now offers finance videos (he already started with e.g. the basics of option trading strategies and arbitrage pricing):

## Answer by Joshua (score 14)

https://quant.stackexchange.com/a/4953

Eric Zivot's Introduction to Computational Finance and Financial Econometrics on Coursera.

## Answer by Shane (score 13)

https://quant.stackexchange.com/a/474

I strongly recommend Robert Shiller's "Financial Markets".

## Answer by vonjd (score 12)

https://quant.stackexchange.com/a/433

There is a mathfinance "tube": http://www.mathfinance.cn/video/

## Answer by quant_dev (score 10)

https://quant.stackexchange.com/a/436

Quite a lot of lectures on Wilmott.com: http://wilmott.com/av.cfm

## Answer by ldnquant (score 10)

https://quant.stackexchange.com/a/487

A couple of lecture note links, no video or audio, but these are pretty useful nonetheless.

Notes from Emmanuel Derman's 2007 Columbia course on the Volatility Smile

Andrew Lesniewski's 2009 notes on Interest Rate and Credit pricing, on his Lectures and Presentations page, there are a few other interesting presentations there as well.

## Answer by zuiqo (score 9)

https://quant.stackexchange.com/a/4934

While not strictly quantitative finance, for the first year in the PhD I found this Youtube-Channel extremely helpful:

http://www.youtube.com/user/mathematicalmonk

I covers almost only math, but does a very good job at explaining the basics of probability theory. Most people will already have mastered that stuff, but it will surely help those unfamiliar with the basics.

## Answer by user72 (score 7)

https://quant.stackexchange.com/a/571

I like http://videolectures.net/, lots of conferences/lectures in computer science and maths, some in finance ...

## Answer by IgorS (score 6)

https://quant.stackexchange.com/a/5963

Also there are some interesting videos from Global Derivatives 2011-2012 confernces.

Particularly this one: http://www.youtube.com/watch?v=FK8MjpGKIkk

## Answer by André Christoffer Andersen (score 6)

https://quant.stackexchange.com/a/5974

To brush up on some of the basics, Yale has the following: http://oyc.yale.edu/economics

Three of four are financial.

## Answer by NN1983 (score 5)

https://quant.stackexchange.com/a/5961

Coursera had a Computational Investing course by Prof. Tucker Balch as well.

https://www.coursera.org/course/compinvesting1

Looks like it is being offered again in February 2013. Useful for someone who wants to learn basic finance and coding for Finance in Python. They use a software developed for the same course in GeorgiaTech.

Hope this is useful.

## Answer by IgorS (score 5)

https://quant.stackexchange.com/a/5962

Plenty of useful cources can be found at https://www.coursera.org/courses.

For example: Data Analisys, Computational Methods for Data Analysis,

## Answer by Theodore (score 3)

https://quant.stackexchange.com/a/41302

I’ve found the following insightful:

- How is QuantLib doing? Talk at the QuantLib User Meeting 2017. Luigi Ballabio (one of the creators of the library) discuses his personal feelings on the development and traction that library has gained, some interesting statistics regarding the number of contributors per release and average commits, future implementations of the library and much more.

- Again pertaining to QuantLib, the lesser known YouTuber eefelix has an interesting introductory QuantLib series worth checking out.

- Recently I watched CppCon 2017: Carl Cook “When a Microsecond is an Eternity: High Performance Trading Systems in C++. Carl works as a C++ software developer at Optiver and he discusses a lot of interesting programming techniques involved in low latency engineering for high frequency trading.

- Lastly, Quantitative Finance and Python Programming | Yves Hilpish. The hour long video goes over quantitative finance in general and programming implementation in Python.

## Answer by JOHN (score 2)

https://quant.stackexchange.com/a/41313

If you are into Asset pricing, check out Financial Theory with John Geanakoplos.