Joydeep Dutta
Joydeep Dutta
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Books for Mathematical Finance : My Choice
These books are a for the current course on derivative pricing that I am teaching at IIT Kanpur in this semester. A little description is also provided for all those books.
Переглядів: 7 071

Відео

Some books to tell you on Ramanujan's birthday.
Переглядів 6 тис.21 день тому
I am in Kolkata and would like to wish you all a happy National Mathematics Day which is also the birthday of the great Srinivasa Ramanujan.
Mathematical chit-chat : Some random thoughts about doing mathematics.
Переглядів 10 тис.Місяць тому
This video is to have a small chit-chat with my viewers and subscribers about how to possibly learn and use mathematics. This video stems from the questions that the viewers of my videos had put in the comments. This attempt is to make a summary of all those answers which I would have given to such questions individually.
Probability : Theory and Examples by Rick Durrett : A Review. ( and a Bonus)
Переглядів 6 тис.3 місяці тому
In this video we provide a review of the book titled Probability : Theory and Examples by Rick Durrett. There is also a bonus discussion on a book titled : The Secret Lives of Numbers.
An Ode to Probability. How to prepare for mathematical finance
Переглядів 3,4 тис.5 місяців тому
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.
Fermat's number and the infinity of primes.
Переглядів 1,4 тис.7 місяців тому
This is the second proof among the six different proofs of the infinity of primes which appear in "Proofs from the Book". This proof is based on the use of Fermat's number.
Proof from Book. A Review
Переглядів 3,1 тис.9 місяців тому
This a small review of a marvellous book called " Proofs from the Book" by Aigner and Ziegler. This is a review of the 6th edition
How to count the subsets of a finite set.
Переглядів 7749 місяців тому
This is a video essentially for high-school students and beginning undergraduate students. It tells you how to count the subsets of a finite set. This proves that the the total number of subsets of a set with n elements is two raised to the power n. In case you want the copy of the note send a mail to me at mathjoy.dutta@gmail.com
All the Math you Missed. Introducing a lovely book
Переглядів 36 тис.9 місяців тому
This video talks about a book called All the Math You Missed By Thomas Garrity
Darwin Day 2024. Celebrating Charles Darwin.
Переглядів 76511 місяців тому
February 12th is usually celebrated world over as Darwin Day. In 1809 on this day the famous biologist, Charles Darwin, was born. It is a day to celebrate science. So in this channel in my own imperfect way I wanted to celebrate this day with you all.
A New Year Chit Chat, Newton for the Common Reader and the Spirit of Doing Science
Переглядів 1,7 тис.Рік тому
This is a new year chit chat with my subscribers and other viewers. Here as a celebration of the link between mathematics and physics, we discuss a bit from the book "Pricincipia for the Common Reader by S. Chandrashekar. A correction : At around 4 minutes into the video I had mentioned about the Chadrashekar Limit. I said it is 1.44 times the mass of the earth. It is 1.44 times the mass of the...
The Theoretical Minimum and some other chit chats
Переглядів 6 тис.Рік тому
In this video I introduce the four lovely books by Leonard Susskind on Classical mechanics, Quantum mechanics, Special relativity and classical filed theory and general relativity under four different volumes of a series called Theoretical minimum. This is a celebration of the deep connection between mathematics and physics.
Graph Theory by Narsingh Deo: A fabulous book on graph theory
Переглядів 1,9 тис.Рік тому
This is small introduction to the Dover edition of the fabulous graph theory book by Narsingh Deo. Though an old book it still relevant book and very inspiring and remains one of my favourite math text.
Graph Theory : The Konigsberg Problem.
Переглядів 1,5 тис.Рік тому
In this video we shall discuss the Konigsberg bridge problem which led to the emergence of graph theory. This is the start of a few talks on graph theory. Hoping these will be useful. We will also discuss books on the subject.
The spirit of Galileo
Переглядів 660Рік тому
The spirit of Galileo
My new office, books and some chit chat.
Переглядів 3,7 тис.Рік тому
My new office, books and some chit chat.
An afternoon of books .
Переглядів 5 тис.Рік тому
An afternoon of books .
Free fall under gravity : Differential Equation in Mechanics.
Переглядів 1 тис.Рік тому
Free fall under gravity : Differential Equation in Mechanics.
Differential Equations in Mechanics : An Introduction. For the love of mechanics Part 2
Переглядів 708Рік тому
Differential Equations in Mechanics : An Introduction. For the love of mechanics Part 2
Singing about the less sung : Alfred Russel Wallace at 200. Introducing Wallace.
Переглядів 762Рік тому
Singing about the less sung : Alfred Russel Wallace at 200. Introducing Wallace.
Cartoon guides: Celebrating the Cartoon Guide to Statistics
Переглядів 881Рік тому
Cartoon guides: Celebrating the Cartoon Guide to Statistics
Announcing a new programme. Alfred Russel Wallace at 200
Переглядів 625Рік тому
Announcing a new programme. Alfred Russel Wallace at 200
Readings in Science and Mathematics : What is Probability : The statistician's view
Переглядів 1,2 тис.Рік тому
Readings in Science and Mathematics : What is Probability : The statistician's view
An evening with my viewers and some mathematical chat
Переглядів 922Рік тому
An evening with my viewers and some mathematical chat
The pleasures of linear programming. Prof Martinez-Legaz explains duality in linear programming.
Переглядів 995Рік тому
The pleasures of linear programming. Prof Martinez-Legaz explains duality in linear programming.
Proving the Convexity of a Function.
Переглядів 1,7 тис.2 роки тому
Proving the Convexity of a Function.
The channel will go on : Popularizing Mathematics
Переглядів 6582 роки тому
The channel will go on : Popularizing Mathematics
Should I close down my channel.
Переглядів 2,5 тис.2 роки тому
Should I close down my channel.
A tour of my office : A day in the life of an average mathematician
Переглядів 10 тис.2 роки тому
A tour of my office : A day in the life of an average mathematician
Letters to my nephew : The final letter : The odd hypotenuse
Переглядів 4322 роки тому
Letters to my nephew : The final letter : The odd hypotenuse

КОМЕНТАРІ

  • @HolmesPatrick
    @HolmesPatrick 6 годин тому

    Are you covering programming - using real world data , say nifty 50

  • @Zesty_Soul
    @Zesty_Soul 7 годин тому

    Well summarized. The sixth edition is also out now, apparently!

  • @RohitPB35
    @RohitPB35 22 години тому

    Still using monte Carlo simulation... Lol.... Grow up

    • @kamrupexpress
      @kamrupexpress 10 годин тому

      Tell me what should I use. And kindly use a decent language.

  • @Sam_BD-c7v
    @Sam_BD-c7v День тому

    It is one of most beautiful scenes in life to see a man talking about something he is passionate about and spend his entire life pursuing it. Sir, you are a gem in mathematical education. Wishing you good health and a long life.❤🎉

  • @Sam_BD-c7v
    @Sam_BD-c7v День тому

    Sir , I am enjoying your Fin Math lecture series a lot. Great work ! However, I think it would be nice if you make some videos in Bengali once in a while.

  • @devdhande4695
    @devdhande4695 День тому

    Thank you sir 🙏

  • @thenovice721
    @thenovice721 2 дні тому

    Sir please teach us real analysis (course)😭

  • @gautamanoop8
    @gautamanoop8 2 дні тому

    Sir, do you need someone as video editor and for creating thumbnails.

    • @kamrupexpress
      @kamrupexpress 2 дні тому

      Yes I do. But I have no idea how much I have to pay.

    • @gautamanoop8
      @gautamanoop8 День тому

      @kamrupexpress Sir, I have sent you an email regarding this. Please have a look. Thank you.

    • @kamrupexpress
      @kamrupexpress День тому

      @gautamanoop8 ok sure.

  • @tthe4thpillar
    @tthe4thpillar 4 дні тому

    I was your student in MTH101, Batch of 2012. Yours was one of the first class at IITK in first sem. Scored one of the highest marks in that midsem exam. Ah ! the good old days.

  • @abs412000
    @abs412000 4 дні тому

    Really Great. Appreciate it Sir. Want to give a try to Learning Maths Again.

  • @filter-8
    @filter-8 5 днів тому

    Any suggestions about the link between Finance and Control Theory/ Signal Processing? I would love to explore this interconnection as a researcher.

  • @nishanthshetty435
    @nishanthshetty435 5 днів тому

    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.

  • @tejasnatu90
    @tejasnatu90 5 днів тому

    Hi Prof Dutta. Since you mentioned Lee's book on Topological manifolds. I have another recommendation. This book called "A visual introduction to differential forms and calculus on manifolds" by Jean P Fortney. It is perhaps the best inteoduction to the subject and is an absolute masterpiece in my opinion. It builds everything from scratch with minimal background and really helps build solid intuition to the subject. This book can be read in parallel or even before getting into Lee's book on manifolds.

    • @kamrupexpress
      @kamrupexpress 4 дні тому

      Oh thank you so much. Wonderful suggestion. I will look for the book.

  • @kapilvyas2869
    @kapilvyas2869 5 днів тому

    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 😃

    • @kamrupexpress
      @kamrupexpress 5 днів тому

      Ok done will do.

    • @kapilvyas2869
      @kapilvyas2869 5 днів тому

      @kamrupexpress Thanks for your reply. It would mean a lot. 😇

  • @ParamBrataMudi-b4d
    @ParamBrataMudi-b4d 5 днів тому

    Does the author teach tensor calculus before diving into general relativity.

  • @edwardgraham-j8l
    @edwardgraham-j8l 6 днів тому

    Delighted I stumbled on to your series of videos ... thank you!

  • @deeznuts8624
    @deeznuts8624 6 днів тому

    sir, could you give a book recommendation for measure theory ?

  • @akshyapani
    @akshyapani 6 днів тому

    Please talk more about application of mathematics in financial world.

    • @kamrupexpress
      @kamrupexpress 5 днів тому

      Sure I will. This is very close to my heart.

    • @akshyapani
      @akshyapani 5 днів тому

      @@kamrupexpress Thank you Professor.

  • @gyandeepsharma5516
    @gyandeepsharma5516 6 днів тому

    please continue making video about book series sir. Loved it❤❤

  • @MaheshPatil-lr7wv
    @MaheshPatil-lr7wv 6 днів тому

    Sir pls upload cource lecture 🙏.

  • @MaheshPatil-lr7wv
    @MaheshPatil-lr7wv 6 днів тому

    Sir , watching your stochastic calculus lecture.i hope it will help me to crack interview.

  • @dss1996
    @dss1996 6 днів тому

    To the Quant finance book list I would particularly add " Essentials of Stochastic Finance " by A.N Shiryaev.

    • @kamrupexpress
      @kamrupexpress 6 днів тому

      I agree that is a great book but many find it hard to read.

  • @narendranathmaji1512
    @narendranathmaji1512 6 днів тому

    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.

    • @kamrupexpress
      @kamrupexpress 6 днів тому

      I would be happy to do that but it may be difficult to find time. But will definitely try.

    • @narendranathmaji1512
      @narendranathmaji1512 3 дні тому

      @kamrupexpress OK Sir ❤️

  • @Aylou07
    @Aylou07 6 днів тому

    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.

    • @kamrupexpress
      @kamrupexpress 5 днів тому

      I specialize in convex analysis and optimization. I am also deeply interested in probability theory and it's application to finance.

  • @santanukganguli6491
    @santanukganguli6491 6 днів тому

    In my formative years if someone told me what you communicated through the video, perhaps things would have been different.

  • @xilici
    @xilici 6 днів тому

    Mathematics is forever gorgeous ♾️

  • @akshaynishad2694
    @akshaynishad2694 7 днів тому

    Sir I am bsc student please make a course on maths for all semester exam.please please please sir

  • @_Sam_-zh7sw
    @_Sam_-zh7sw 7 днів тому

    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.

  • @ajayreddy1729
    @ajayreddy1729 7 днів тому

    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

  • @arunsubramanian2779
    @arunsubramanian2779 7 днів тому

    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.

  • @vivekagarwal10
    @vivekagarwal10 7 днів тому

    Sir kindly suggest how to start for someone who only knows mathematics of class 12

  • @encapsulatio
    @encapsulatio 7 днів тому

    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.

  • @dipanjanbiswas4595
    @dipanjanbiswas4595 7 днів тому

    Hi Sir How different is the course on Derivative prcicing compared to the one you taught on Stochastic calculus?

    • @kamrupexpress
      @kamrupexpress 7 днів тому

      Here the things will be more detailed and will have new stuff. I hope I can again so such a course.

    • @dipanjanbiswas4595
      @dipanjanbiswas4595 5 днів тому

      ​@@kamrupexpress looking forward to seeing one sir

  • @gj-bc1kl
    @gj-bc1kl 7 днів тому

    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.

  • @SaiSandesh-c3l
    @SaiSandesh-c3l 7 днів тому

    Hello sir i want to Collect maths books like you how can I buy or how can I start collecting maths books

    • @kamrupexpress
      @kamrupexpress 7 днів тому

      Many books are costly and the Indian books are cheaper. I also have research grants which gives me the flexibility to have costly books.

  • @ashutoshpawar304
    @ashutoshpawar304 7 днів тому

    thank you unc

  • @tusharanand289
    @tusharanand289 7 днів тому

    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...🙏

  • @BreezeTalk
    @BreezeTalk 8 днів тому

    Thank you, my good Sir. Dearest uncle.

  • @justmee72
    @justmee72 8 днів тому

    Thank you sir!

  • @iahdiamlearning4597
    @iahdiamlearning4597 8 днів тому

    Sir please suggest which book is best for Real analysisa and compex analysis

  • @SushmitRoy-m9y
    @SushmitRoy-m9y 8 днів тому

    May be next time we can have a subscriber meet at coffee house. Always look forward to your videos

    • @kamrupexpress
      @kamrupexpress 6 днів тому

      Sure we can plan it. That is an amazing idea.

  • @srghhh5589
    @srghhh5589 8 днів тому

    Nice videos dada, atleast globalization helps in other ways.

    • @kamrupexpress
      @kamrupexpress 7 днів тому

      Thanks a lot. Yes getting to books and knowledge

  • @bablobko
    @bablobko 8 днів тому

    We love you!!

  • @marilynlucas5128
    @marilynlucas5128 8 днів тому

    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

  • @hitendalmia5977
    @hitendalmia5977 8 днів тому

    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.

    • @kamrupexpress
      @kamrupexpress 8 днів тому

      Unfortunately it doesn't and is written largely for students of management.

    • @hitendalmia5977
      @hitendalmia5977 8 днів тому

      @@kamrupexpress well that makes your video right on time for me! I will try to refer to these textbooks as much as possible, thanks!

  • @m_h_sahin_ahmad
    @m_h_sahin_ahmad 8 днів тому

    Interesting !!!

  • @vipulkumar255
    @vipulkumar255 8 днів тому

    Thank you sir

  • @advaita-buddha
    @advaita-buddha 8 днів тому

    Sir, i am class 10 student please make that video how to study mathematics at its best . Pleaseeeeeee..... ∞

    • @shubhankardasgupta4777
      @shubhankardasgupta4777 6 днів тому

      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 ;')

    • @vishalgoyal8319
      @vishalgoyal8319 6 днів тому

      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.

    • @Shubham-by3sh
      @Shubham-by3sh 2 дні тому

      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

    • @vivekm7971
      @vivekm7971 День тому

      Future is changing Don't focus on any role from now Try to learn first

  • @dorararo
    @dorararo 8 днів тому

    Is multivariable calculus (calc 3) enough as the prerequisite to stochastic calculus for finance books. Or is real analysis also necessary?

    • @kamrupexpress
      @kamrupexpress 8 днів тому

      Calculus of several variables is enough. However probability should be known

    • @dorararo
      @dorararo 8 днів тому

      @kamrupexpress thanks sir

  • @anmolsingh6030
    @anmolsingh6030 14 днів тому

    Fascinating journey with u sir