15. Factor Modeling

MIT 18.S096 Topics in Mathematics with Applications in Finance, Fall 2013
View the complete course: ocw.mit.edu/18-S096F13
Instructor: Peter Kempthorne
This lecture describes factor modeling, featuring linear, macroeconomic, fundamental, and statistical factor models, and principal components analysis.
License: Creative Commons BY-NC-SA
More information at ocw.mit.edu/terms
More courses at ocw.mit.edu

[@lmgpc]

People complain so much, MIT is doing a effort putting this lectures on UA-cam. I think the quality of the video and the teacher are good. Thanks for the lecture, really helpful at least for me.

[@thomasbernhard8489]

one of the best online quant finance course i've ever seen
Thanks

[@tenshin89]

Thank you for putting these lectures online. They are very helpful.

[@angel0smile]

Ggf

[@MrThessalonikiman1]

An observation: Videos like this have no more than 75k views and other videos with no information, receive thousands of millions of views.

[@rebiiahmed7836]

A very good instructor and good slides. Thank you MIT from Tunisia.

[@Irina-Trifan]

Thank you, Sir! Very useful!

[@financeexplainedgraphics]

This is wonderful content. I’m surprised by all the negativity in the comments. It’s not simple stuff he’s explaining. Pause, take a breather, and think about it if you need to. But don’t criticize a guy giving a good lecture on a complex topic. It’s not like this is an English class examining the rhyming patterns in a Dr Zus book.

[@twisted4872]

excellent if you cannot go to sleep

[@hjchoi4408]

For those who say he is a poor teacher, I would rather question your intelligence, for intuitions don't exist without precise mathematics.

[@EduardoGarcia-if2kv]

Thank You. In one semester, or 24 sessions THE WHOLE IVERVIEW IS THERE. It is incumbent upon us to fill the gaps. I think this course will change my life. I know which papers to read, and what exactly becoming a quant is all about

[@EduardoGarcia-if2kv]

First, HE IS NOT A TEACHER. HE IS A PROFESSOR. HE DEALS WITH ADULTS THAT ARE SOPHISTICATED ENOUGH IN MATHEMATICS. For those wanting it "Barney Style", this is not the venue. HE IS AMAZING!!!

[@chrisdavies616]

@@EduardoGarcia-if2kv Regardless of whether you're sophisticated in mathematics, if you can't explain things simply and intuitively you probably aren't a great teacher; what he is explaining is not very complicated, but he makes it seem so

[@EduardoGarcia-if2kv]

@@chrisdavies616 What part about he is not a teacher, is not clear to you?

[@chrisdavies616]

@@EduardoGarcia-if2kv of course he's a teacher, what a ridiculous thing to say; part of a university professor's role is teaching students (you can see this in the video where he is teaching students)

[@user-ok4wr4zm5i]

many formulas are not enough to the point

[@user-ok4wr4zm5i]

The lecturer needs to pay more attention to the essence and explanation on the board

[@FernandoTorres-jy1iq]

This guy is a poor teacher ..

[@MsBowner]

?

[@caleb7799]

Say uuuuhhh one more time. Come on man. Don’t they teach public speaking at MIT?

[@MsBowner]

Slides : ocw.mit.edu/courses/18-s096-topics-in-mathematics-with-applications-in-finance-fall-2013/3c8e688538b350a73a8c1cd46056fc5a_MIT18_S096F13_lecnote15.pdf

[@Irina-Trifan]

Thank you, Sir! Very useful.