Stochastic Processes Courses and Certifications

Interest Rate Models

7 ratings

Learn to price interest rate derivatives: value bonds, swaps, caps, floors and swaptions, estimate the term structure, and calibrate stochastic short-rate and Heath-Jarrow-Morton models.

• Coursera
• 6 weeks, 5 hours a week
• Self-Paced
• Paid Course

Probability Theory and Stochastic Processes I - Lecture 5

Explore Principal Components Analysis and foundational probability concepts including Central Limit Theorem, utility optimization, and stochastic processes like martingales in finance.

• YouTube
• 1 hour 20 minutes
• Self-Paced
• Free Video

应用随机过程

用条件期望、醉汉回家和Google的PageRank等生动实例，理解随机过程理论及其实际应用。

• XuetangX
• Self-Paced
• Free Online Course

随机过程及应用

随机过程及应用是控制工程领域的一门基础理论课程，通过学习使学生掌握随机过程的基本概念、理论和方法，并将其应到随机系统分析设计中，进而解决工程中的实际问题。

• XuetangX
• Self-Paced
• Free Online Course

随机过程

随机过程是对随机现象进行建模和分析的学科，是数理统计课程的进一步深化。该课程讲述了随机过程的基本概念和各种典型的随机过程。对研究生解决专业问题提供重要工具。

• XuetangX
• Self-Paced
• Free Online Course

概率、随机过程与随机几何及其应用

本课程旨在讲解概率论、随机过程和随机几何的基础及深层次概念，并重点强调如何将这些理论应用于信息相关工程问题的解决。

• XuetangX
• Self-Paced
• Free Online Course

随机过程

以金融经济模型为应用背景，系统讲解泊松过程、马尔可夫过程、布朗运动和鞅等随机过程。

• XuetangX
• Self-Paced
• Free Online Course

Jordan University of Science and Technology

随机信号分析

随机现象及其统计规律是众多工程领域的理论基础，本课程旨在使学习者较系统地掌握随机信号的基本分析方法与常见重要模型，为电子与通信、智能信息处理等领域提供理论基础。

• XuetangX
• Self-Paced
• Free Online Course

Random Walks

5 ratings

The goal of this tutorial is to outline some elementary, but beautiful aspects of random walks.

• Complexity Explorer
• 1 hour
• Self-Paced
• Free Certificate

Topics in Mathematics with Applications in Finance

4 ratings

The purpose of the class is to expose students to the mathematical concepts and techniques used in the financial industry. Mathematics lectures are mixed with lectures illustrating the corresponding application in the financial industry.

• MIT OpenCourseWare
• 32 hours
• Self-Paced
• Free Video

Discrete-Time Markov Chains and Monte Carlo Methods

20 ratings at Coursera

Compute transition matrices, limiting and stationary distributions, and first-step analyses for Markov chains, then simulate with accept-reject, Metropolis-Hastings, Gibbs sampling, and Markov decision processes.

• Coursera
• 6 weeks, 5 hours a week
• Self-Paced
• Paid Course

Derivatives

Price derivatives in discrete and continuous time: payoff replication, state prices and risk-neutral probabilities, Itô's lemma, fixed income products, and Monte Carlo option pricing.

• Coursera
• 5 weeks, 2 hours a week
• Self-Paced
• Paid Course

Pricing Options with Mathematical Models

43 ratings at Coursera

Price options with binomial trees and Brownian motion models: derive Black-Scholes-Merton via PDE and martingale approaches, then hedge, extend to stochastic volatility and fixed income.

• Coursera
• 12 weeks, 6 hours a week
• Self-Paced
• Paid Course

Manufacturing Systems I

41 ratings at edX

Learn about manufacturing systems and ways to analyze them in terms of material flow and storage, information flow, capacities, and times and durations of events, especially random events.

• edX
• 8 weeks, 10-12 hours a week
• Self-Paced
• Free Online Course (Audit)

Mathematical Methods for Quantitative Finance

Learn the mathematical foundations essential for financial engineering and quantitative finance: linear algebra, optimization, probability, stochastic processes, statistics, and applied computational

• edX
• 12 weeks, 10-14 hours a week
• Self-Paced
• Free Online Course (Audit)