Hello Sir, could you create a video outlining a roadmap for learning Mathematical Finance, starting from the prerequisites and progressing to advanced topics? or Commenting your thoughts on this comment would also be great help
the only problem with monte carlo methods is that it cannot be used in real time trading, by the time it returns a probability measure the stock price would have changed
Prof. Dutta, thank you for sharing this list with us! I'd love to learn stochastic calculus in much more depth from your lectures if you intend to record at some point in the future.
I loved your review on the book on topological spaces. It made me write some groundbreaking code in rust that will advance physics. Thanks.I just discovered your video randomly and decided to watch it
Hello sir. In one video of yours, you talked about a book on vector calculus which you had studied cover to cover. I can't find that video so could you please tell me the name of the book and its author?
Sir, I tried to learn from Shreeve but found that I lack a lot of underlying concepts of mathematics and so it would be great if you could bring these books in the form of video tutorial here in RUclips
Sir, please start teaching Core mathematics and statistical mathematics in your youtube channel. It is my humble request 🙏. I am an engineering student at Jadavpur University, and thanks to you I have got good grades in almost whatever nptel subjects you have taught. I would love to learn much more in depth mathematics from you.
Hello, professor. I just love the way you discuss about math, I would love if you come up with book reviews that give a comprehensive understanding about calculus(specially 3d and complex). I have been doing calculus for my research work for a long time, but it seems that there is lot to learn more about the subject.
What combination of books on probability, statistics, ODE, PDE do you recommend we need to use together to actually be ready to handle all the math prerequisites needed in the most advanced books recommended in this video? Thank you very much.
I didnt realize that I would take interest in mathematics because of its necessity to make money. But I am determined to learn advance mathematics for this. For ppl who took commerce cant compete with ppl who have engineering background. And these ppl are making 50 lakhs every year working at quant trading firms. I cant just sit and let everybody else reap all the ecenomic benefit of mispricing in market. It will be great if Mr Dutta could create a curriculum which we can help is understand quantitative finance not just from option pricing perspective but also algorithmic trading.
First and foremost... understand that you've to give exams so cover the topics of every topic coming in the NCERT Book. Step2: Advance further... once chapters are completed at a base level now start solving hard questions from every chapter... ( Don't try to solve hard questions during introduction of the chapter as you also have to manage time. STEP3: REVISE and SOLVE PYQ's more and voila you've done your part ;')
Get 100% marks in math it's ur board exams. Then there is a book of Pearson publication .Name is IIT foundation book . Buy class 9 and class 10th one . solve all in 1 month.NOT MORE Then you are ready to study higher maths
Professor, in which branch of mathematics do you specialize, I am an undergraduate student, about to finish, I would like to do an article in algebra more specifically in homologic algebra.
It's always been very delighful to see videos on Mathematics and Finance. However, in this Video you talked about Mathematical Maturity... Can you please teach us how to achieve Mathematical and Financial Maturity? I'm still in 2nd Year of my B. TECH. CSE. Please guide us sir...🙏
My university's mathematical finance course which I am also incidentally taking this time only uses Hull and Basu's Options, Futures and Other Derivatives. I haven't has the chance to go through it properly but I have a feeling it does not contain a lot of math considering the course is an elective for the honours students in mathematics.
Hello Sir, One small request would be make NPTEL course based on this books. It would be great for all students community out there. I'm aware about your course on Stochastic calculus ( part 1&2) on NPTEL. But, my suggestion would be great initiative. Looking forward for the course. Thanks in advance 😃
Hello Sir, thanks for such amazing recommandations. I work in finance and this couldn't come at a better time!! However, I'd like to know where I would be able to buy these books as they are either not available or cost 6 to 10k per book on Amazon. Thank you.
please continue making video about book series sir. Loved it❤❤
Sir pls upload cource lecture 🙏.
Hello Sir, could you create a video outlining a roadmap for learning Mathematical Finance, starting from the prerequisites and progressing to advanced topics? or Commenting your thoughts on this comment would also be great help
the only problem with monte carlo methods is that it cannot be used in real time trading, by the time it returns a probability measure the stock price would have changed
Prof. Dutta, thank you for sharing this list with us! I'd love to learn stochastic calculus in much more depth from your lectures if you intend to record at some point in the future.
I loved your review on the book on topological spaces. It made me write some groundbreaking code in rust that will advance physics. Thanks.I just discovered your video randomly and decided to watch it
To the Quant finance book list I would particularly add " Essentials of Stochastic Finance " by A.N Shiryaev.
I agree that is a great book but many find it hard to read.
@@kamrupexpressShiryaevs book is also great for learning problem solving . I used it for Alok Goswami’s prob 3 course for bstat
@adeeshdevasthale488 oh that is great. Alok Goswami is a superb teacher.
Hello sir. In one video of yours, you talked about a book on vector calculus which you had studied cover to cover. I can't find that video so could you please tell me the name of the book and its author?
Congrats Sir :) Wishes from IIT Madras
Sir, I tried to learn from Shreeve but found that I lack a lot of underlying concepts of mathematics and so it would be great if you could bring these books in the form of video tutorial here in RUclips
Thank you sir 🙏
Dear Sir , if possible use time stamps or transcript in the video
Thank you, my good Sir. Dearest uncle.
Sir, please start teaching Core mathematics and statistical mathematics in your youtube channel. It is my humble request 🙏. I am an engineering student at Jadavpur University, and thanks to you I have got good grades in almost whatever nptel subjects you have taught. I would love to learn much more in depth mathematics from you.
I would be happy to do that but it may be difficult to find time. But will definitely try.
@kamrupexpress OK Sir ❤️
Hello, professor. I just love the way you discuss about math, I would love if you come up with book reviews that give a comprehensive understanding about calculus(specially 3d and complex). I have been doing calculus for my research work for a long time, but it seems that there is lot to learn more about the subject.
Thanks I will.
What combination of books on probability, statistics, ODE, PDE do you recommend we need to use together to actually be ready to handle all the math prerequisites needed in the most advanced books recommended in this video? Thank you very much.
I didnt realize that I would take interest in mathematics because of its necessity to make money. But I am determined to learn advance mathematics for this. For ppl who took commerce cant compete with ppl who have engineering background. And these ppl are making 50 lakhs every year working at quant trading firms. I cant just sit and let everybody else reap all the ecenomic benefit of mispricing in market. It will be great if Mr Dutta could create a curriculum which we can help is understand quantitative finance not just from option pricing perspective but also algorithmic trading.
Hello sir i want to Collect maths books like you how can I buy or how can I start collecting maths books
Many books are costly and the Indian books are cheaper. I also have research grants which gives me the flexibility to have costly books.
Any suggestions about the link between Finance and Control Theory/ Signal Processing? I would love to explore this interconnection as a researcher.
Thank you sir!
Interesting !!!
We love you!!
Sir , watching your stochastic calculus lecture.i hope it will help me to crack interview.
I do hope it will help you.
Sir are you teaching Derivative Pricing in the Economics Department at IIT Kanpur
Yes indeed I am.
Will be giving the IIT JAM for Economics on 2nd Feb, hopefully getting into your institute.
Sir, i am class 10 student please make that video how to study mathematics at its best . Pleaseeeeeee..... ∞
First and foremost... understand that you've to give exams so cover the topics of every topic coming in the NCERT Book.
Step2: Advance further... once chapters are completed at a base level now start solving hard questions from every chapter... ( Don't try to solve hard questions during introduction of the chapter as you also have to manage time.
STEP3: REVISE and SOLVE PYQ's more and voila you've done your part ;')
I am so happy that there are kids like you who are interested in leaning mathematics, explore yourself you will find so many interesting things.
Get 100% marks in math it's ur board exams. Then there is a book of Pearson publication .Name is IIT foundation book . Buy class 9 and class 10th one . solve all in 1 month.NOT MORE Then you are ready to study higher maths
Future is changing
Don't focus on any role from now
Try to learn first
Sir please teach us real analysis (course)😭
Professor, in which branch of mathematics do you specialize, I am an undergraduate student, about to finish, I would like to do an article in algebra more specifically in homologic algebra.
I specialize in convex analysis and optimization. I am also deeply interested in probability theory and it's application to finance.
Thank you sir
Please talk more about application of mathematics in financial world.
Sure I will. This is very close to my heart.
@@kamrupexpress Thank you Professor.
It's always been very delighful to see videos on Mathematics and Finance.
However, in this Video you talked about Mathematical Maturity...
Can you please teach us how to achieve Mathematical and Financial Maturity?
I'm still in 2nd Year of my B. TECH. CSE.
Please guide us sir...🙏
My university's mathematical finance course which I am also incidentally taking this time only uses Hull and Basu's Options, Futures and Other Derivatives.
I haven't has the chance to go through it properly but I have a feeling it does not contain a lot of math considering the course is an elective for the honours students in mathematics.
Unfortunately it doesn't and is written largely for students of management.
@@kamrupexpress well that makes your video right on time for me! I will try to refer to these textbooks as much as possible, thanks!
thank you unc
prof is it the same course thats there on nptel!
No it has a bit different contents.
Sir I am bsc student please make a course on maths for all semester exam.please please please sir
Is multivariable calculus (calc 3) enough as the prerequisite to stochastic calculus for finance books. Or is real analysis also necessary?
Calculus of several variables is enough. However probability should be known
@kamrupexpress thanks sir
Sir, do you need someone as video editor and for creating thumbnails.
Yes I do. But I have no idea how much I have to pay.
@kamrupexpress Sir, I have sent you an email regarding this. Please have a look. Thank you.
@gautamanoop8 ok sure.
Hi Sir
How different is the course on Derivative prcicing compared to the one you taught on Stochastic calculus?
Here the things will be more detailed and will have new stuff. I hope I can again so such a course.
@@kamrupexpress looking forward to seeing one sir
Hello Sir,
One small request would be make NPTEL course based on this books.
It would be great for all students community out there.
I'm aware about your course on Stochastic calculus ( part 1&2) on NPTEL.
But, my suggestion would be great initiative.
Looking forward for the course.
Thanks in advance 😃
Ok done will do.
@kamrupexpress Thanks for your reply.
It would mean a lot. 😇
I'm back again on the Yhugh-tube
Hello Sir, thanks for such amazing recommandations. I work in finance and this couldn't come at a better time!!
However, I'd like to know where I would be able to buy these books as they are either not available or cost 6 to 10k per book on Amazon. Thank you.
Nice videos dada, atleast globalization helps in other ways.
Thanks a lot. Yes getting to books and knowledge
Is this book make me rich..😏
Looks like it will.
Are you covering programming - using real world data , say nifty 50
I will try that at the end.
Still using monte Carlo simulation... Lol.... Grow up
Tell me what should I use. And kindly use a decent language.