Video lectures and presentations on quantitative finance

Question

What are your favourite video lectures, presentations and talks available online?

A few rules:

Must be related to quantitative finance. No Economics 101 courses, please.
Try to avoid DIY lectures for wannabe Soros types (e.g. how to earn millions trading S&P 500 futures).
Try to post specific links to freely available stuff.

I like to use udemy to learn new skills or technology: https://www.udemy.com/courses/search/?src=ukw&q=quantitative+finance So you can check this link. These courses are source of basic understanding new skill or technology. After that you need to practice it and if issue post issue on stack overflow or search answer on different platform — M. Twarog, Feb 21 '22 at 20:35
Great question, shame most of the links are now broken. I guess the good old days are over and the big institutions started to cash in on people wanting to learn. Reminds of the post 8-bit years. — pshmath0, Nov 14 '22 at 23:25

Andrey Taptunov · Answer 1 · 2011-02-12T18:31:02.167

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Department of Mathematics at University of Minnesota has 4 online lectures on financial mathematics - Lectures on financial mathematics:

Notes on Financial Mathematics
The Risk-Neutral World
Δ-Hedging
The Central Limit Theorem

David Harper aka Bionic Turtle has set of small videos on his website about quantitative finance and risk management - Bionic Turtle videos

Salomon Center at NYU Stern School of Business has free to download videos from Derivatives 2009 and Derivatives 2007 conferences with presentations by J.Hull, P.Carr, E.Derman and others:

edited Feb 12 '11 at 18:31

answered Feb 11 '11 at 10:25

Andrey Taptunov

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It appears the University of Minnesota lectures are no longer available. – Jared Jan 18 '17 at 15:16

score 26 · Answer 2 · answered Mar 08 '11 at 06:13

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I'm putting up videos about what I'm learning while I read through Paul Wilmott on Quantitative Finance, it's at NathansLessons.com. So far I have 23 videos covering chapters 1 through 16. The videos are in "virtual blackboard" format, like Khan Academy.

answered Mar 08 '11 at 06:13

Somewhat off-topic, how do you do those virtual blackboard recordings? I understand that you've got a graphics tablet, but do you use any particular piece of software to scroll the board, change the colors, and the like? – Dmitri Nesteruk Jan 09 '12 at 23:04
Looks like the author did a separate post on how to record those - thanks for that. – Dmitri Nesteruk Feb 10 '12 at 11:36
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Link is down. Is there a backup somewhere? – Randomblue Sep 13 '13 at 09:56
Not sure it's all of them, but some of them are on youtube http://www.youtube.com/channel/UC32eJK38vG-vpdMOH54q0Uw – tanstaafl Sep 13 '13 at 23:19

score 23 · Answer 3 · edited Jun 14 '19 at 21:04

This is a great question. I hope there are many valuable contributions.

The recent (Jan 27, 28) MIT 150 Symposium, "Economics and Finance: From Theory to Practice to Policy". https://mit150.mit.edu/symposia/economics-finance.html

Specifically, the Jan 28 should be of interest (Finance). I particularly enjoyed Ross.
"Finding Alpha" Videos (based on Falkenstein's Wiley Finance book. http://www.efalken.com/video/index.html

I haven't watched any yet, nor read the book - but intend to - so I cannot vouch for quality.
There are also some nuggets buried in here (J. Simons, A. Lo, etc.): http://mitworld.mit.edu/browse/topic/13

The first and third links are broken. Are they still available somewhere? (BTW, it'd be good to put the year, not just say "recent") — Darren Cook, Dec 10 '19 at 18:47

score 14 · Answer 4 · answered Jan 09 '13 at 01:31

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Eric Zivot's Introduction to Computational Finance and Financial Econometrics on Coursera.

answered Jan 09 '13 at 01:31

Joshua

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score 14 · Answer 5 · edited Jan 07 '13 at 20:16

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Khan Academy now offers finance videos (he already started with e.g. the basics of option trading strategies and arbitrage pricing):

edited Jan 07 '13 at 20:16

chrisaycock

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answered Mar 30 '11 at 18:31

vonjd

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score 13 · Answer 6 · edited Mar 10 '23 at 13:07

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I strongly recommend Robert Shiller's "Financial Markets".

edited Mar 10 '23 at 13:07

random

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answered Feb 12 '11 at 18:33

Shane

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This link is now dead. Can you update it? – RoachLord Jul 12 '18 at 13:51

score 12 · Answer 7 · answered Feb 11 '11 at 11:34

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There is a mathfinance "tube":
http://www.mathfinance.cn/video/

answered Feb 11 '11 at 11:34

vonjd

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The link is now broken it seems. – pshmath0 Nov 14 '22 at 23:19

score 10 · Answer 8 · answered Feb 11 '11 at 13:18

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Quite a lot of lectures on Wilmott.com: http://wilmott.com/av.cfm

answered Feb 11 '11 at 13:18

quant_dev

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score 10 · Answer 9 · answered Feb 13 '11 at 20:23

A couple of lecture note links, no video or audio, but these are pretty useful nonetheless.

Notes from Emmanuel Derman's 2007 Columbia course on the Volatility Smile

Andrew Lesniewski's 2009 notes on Interest Rate and Credit pricing, on his Lectures and Presentations page, there are a few other interesting presentations there as well.

score 9 · Answer 10 · answered Jan 07 '13 at 20:03

While not strictly quantitative finance, for the first year in the PhD I found this Youtube-Channel extremely helpful:

http://www.youtube.com/user/mathematicalmonk

I covers almost only math, but does a very good job at explaining the basics of probability theory. Most people will already have mastered that stuff, but it will surely help those unfamiliar with the basics.

score 7 · Answer 11 · answered Feb 21 '11 at 11:35

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I like http://videolectures.net/, lots of conferences/lectures in computer science and maths, some in finance ...

answered Feb 21 '11 at 11:35

score 6 · Answer 12 · answered Jan 10 '13 at 13:31

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Also there are some interesting videos from Global Derivatives 2011-2012 confernces.

Particularly this one: http://www.youtube.com/watch?v=FK8MjpGKIkk

answered Jan 10 '13 at 13:31

IgorS

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score 6 · Answer 13 · answered Jan 12 '13 at 22:23

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To brush up on some of the basics, Yale has the following: http://oyc.yale.edu/economics

Three of four are financial.

answered Jan 12 '13 at 22:23

André Christoffer Andersen

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score 5 · Answer 14 · answered Jan 10 '13 at 05:52

Coursera had a Computational Investing course by Prof. Tucker Balch as well.

https://www.coursera.org/course/compinvesting1

Looks like it is being offered again in February 2013. Useful for someone who wants to learn basic finance and coding for Finance in Python. They use a software developed for the same course in GeorgiaTech.

Hope this is useful.

score 5 · Answer 15 · answered Jan 10 '13 at 10:18

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Plenty of useful cources can be found at https://www.coursera.org/courses.

For example: Data Analisys, Computational Methods for Data Analysis,

answered Jan 10 '13 at 10:18

IgorS

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score 3 · Answer 16 · answered Aug 17 '18 at 06:16

I’ve found the following insightful:

How is QuantLib doing? Talk at the QuantLib User Meeting 2017. Luigi Ballabio (one of the creators of the library) discuses his personal feelings on the development and traction that library has gained, some interesting statistics regarding the number of contributors per release and average commits, future implementations of the library and much more.
Again pertaining to QuantLib, the lesser known YouTuber eefelix has an interesting introductory QuantLib series worth checking out.
Recently I watched CppCon 2017: Carl Cook “When a Microsecond is an Eternity: High Performance Trading Systems in C++. Carl works as a C++ software developer at Optiver and he discusses a lot of interesting programming techniques involved in low latency engineering for high frequency trading.
Lastly, Quantitative Finance and Python Programming | Yves Hilpish. The hour long video goes over quantitative finance in general and programming implementation in Python.

score 2 · Answer 17 · answered Aug 17 '18 at 19:27

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If you are into Asset pricing, check out Financial Theory with John Geanakoplos.

answered Aug 17 '18 at 19:27

JOHN

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Video lectures and presentations on quantitative finance

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