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An Ode to Probability. How to prepare for mathematical finance 

Joydeep Dutta
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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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8 сен 2024

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Комментарии : 33   
@RishavSagar-s4d
@RishavSagar-s4d Месяц назад
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
@kamranmehfooz2633
@kamranmehfooz2633 Месяц назад
Only research students can understand how important and valuable such talks/videos are. Thanks a lot. Regards from Pakistan
@vinayakharsh
@vinayakharsh Месяц назад
Prof. RU-vid 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.
@kamrupexpress
@kamrupexpress Месяц назад
Absolutely that would be good.
@ravidv465
@ravidv465 День назад
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.
@Marcos_6263
@Marcos_6263 Месяц назад
I always love to hear you sirji...your talks gives me positive energy❤
@nater-u1n
@nater-u1n Месяц назад
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
@kamrupexpress
@kamrupexpress Месяц назад
Thank you so much.
@IITiann
@IITiann Месяц назад
Following ur calculus playlist from now..... going to college in few days..... i will try to learn a lot from u🙏
@aviralsharma2005
@aviralsharma2005 Месяц назад
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.
@benpeter8635
@benpeter8635 Месяц назад
I recently joined IITD for MTech. The burden since the first week is huge. Hope I'll be able to manage.
@kamrupexpress
@kamrupexpress Месяц назад
Don't worry. Just attend the classes. Do the assignments. Don't keep stuff pending. A big congratulations.
@SamvidGoswami
@SamvidGoswami Месяц назад
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.
@HardajitSingh
@HardajitSingh Месяц назад
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.
@kamrupexpress
@kamrupexpress Месяц назад
Sure I will.
@suvrotica
@suvrotica Месяц назад
Thank you.
@SaahilGazi
@SaahilGazi Месяц назад
Awesome
@nishanthshetty435
@nishanthshetty435 Месяц назад
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?
@kamrupexpress
@kamrupexpress Месяц назад
Sure I will.
@subhd04
@subhd04 28 дней назад
Sir will they teach Math Finance in IIT Kanpur's MBA programme. Any opinion on ISI's MSQE programme for Math Finance.
@thiagorisingforce
@thiagorisingforce Месяц назад
How do you see the main research topics in mathematical finance nowadays? Is derivative pricing still a relevant topic?
@kamrupexpress
@kamrupexpress Месяц назад
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.
@malatiadhikary4852
@malatiadhikary4852 Месяц назад
​@@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
@kamrupexpress
@kamrupexpress Месяц назад
See the book on Mathematical Analysis by Rudin or by Battle and Sherbert.
@merwansukhadwalla4303
@merwansukhadwalla4303 Месяц назад
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.
@Withopedia4580
@Withopedia4580 Месяц назад
Books for measure theory sir
@BiswarupPal-in9np
@BiswarupPal-in9np 16 дней назад
Sir Apni ki Banglee? ❤
@rohank9292
@rohank9292 Месяц назад
After watching your video, I downloaded this book for free from the Internet.
@kamrupexpress
@kamrupexpress Месяц назад
Well done
@ezhilarasantamilarasan8332
@ezhilarasantamilarasan8332 Месяц назад
Hi sir Good Evening,
@Nimbus2k_rider
@Nimbus2k_rider Месяц назад
@MaheshPatil-lr7wv
@MaheshPatil-lr7wv Месяц назад
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?
@ComFinStory-uw4fi
@ComFinStory-uw4fi Месяц назад
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
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