An Ode to Probability. How to prepare for mathematical finance
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- Опубликовано: 7 сен 2024
- In this video I would like to tell the readers about my love for probability theory and my dream to do some research on mathematical finance. I also discuss dome books on probability theory which can be used to do a research in mathematical finance.
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Keep doing good job. I am a PhD student in Poland and it is difficult to find teachers like you. God bless you for ur job. Let science prevail
Only research students can understand how important and valuable such talks/videos are. Thanks a lot. Regards from Pakistan
Prof. RUclips threw up your talk on my feed - and I am glad it did.
I am a 1989 IiTK ME grad, and notwithstanding C,C,D in undergrad math, used quite advanced vector and stochastic math for my PhD. But then I lost it all in the morass of corporate jobs!
Your talk has rekindled my sleeping curiosity in Mathematical Finance - will start with Karatzas and Streve…
Let’s see how far I can go!
Thanks.
Absolutely that would be good.
Hi sir, Your recommendation are really amazing, I have gone through Erhan Cinlar during my PhD, it's a great book and I still read again and again and I always enjoy.
I always love to hear you sirji...your talks gives me positive energy❤
Very sorry to hear about that student who passed away young! You choosing to dedicate next phase of your research to math finance is a nice homage to him
Thank you so much.
Following ur calculus playlist from now..... going to college in few days..... i will try to learn a lot from u🙏
Hello Professor, I've just started my journey in Quant Finance as an intern. The concepts can be overwhelming at times, but your lectures have helped big time, sir. Thank you for everything that you've done for the field :)
Guess I'll check out the book youve mentioned, soon.
I recently joined IITD for MTech. The burden since the first week is huge. Hope I'll be able to manage.
Don't worry. Just attend the classes. Do the assignments. Don't keep stuff pending. A big congratulations.
Really great video. I have a great affinity towards finance and I am ambitious towards doing research in quant finance. But my underwhelming marks in BSc Math has me questioning my dreams. Seeing Your video and your passion towards the subject has reignited my zeal towards finance and mathematics. Thank you Sir. Hope I someday get to work under you.
Hello Sir, delighted to hear your musings and your appreciation for the subject of mathematical finance. It’s quite rare for ‘pure mathematicians’ to find math finance interesting especially in Indian academia.
Can you please shed light on the research areas that you are currently leading in mathematical finance at IITK and also cover this properly in a future video. Thank you.
Sure I will.
Thank you.
Awesome
Thank you Prof Dutta for sharing your insights!
Can you please make a video on optimal transport and recommend books to understand it deeply especially for those of us who come from an engineering background?
Sure I will.
Sir will they teach Math Finance in IIT Kanpur's MBA programme.
Any opinion on ISI's MSQE programme for Math Finance.
How do you see the main research topics in mathematical finance nowadays? Is derivative pricing still a relevant topic?
Derivative pricing may not be the hottest topic but the study of volatility estimation and stochastic volatility is. A more important topic is the better understanding of risk measures.
@@kamrupexpress Proffesor may U suggest me some good Calculus books where I can find questions related to Mean Value Theorems similar to those asked in JEE Advance ... Pls also suggest me few books to prepare for isi kolkata ug entrance....
~ Yours Student
See the book on Mathematical Analysis by Rudin or by Battle and Sherbert.
Hello Professor Dutta
Can these books recommended by you be used by Electrical Engineers interested in studying probability and random variables/stochastic processes for Signal Processing applications ?
And can you also please recommend your favorite books on Measure Theory ?
Always look forward to your videos.
Books for measure theory sir
Sir Apni ki Banglee? ❤
After watching your video, I downloaded this book for free from the Internet.
Well done
Hi sir Good Evening,
❤
Sir ,i did matsers in mathematics from iit delhi, n i want get into finance. i want to be quant so this will book will help me?
Sir i am from kanpur , i am non IIT and non maths background have deep desire to do maths , i did my graduation in commerce in 2k12, can i meet you sir if you are in kanpur or how can i contact you as i want to start my journey in maths