Caltech
Public University • US
Showing 7 courses from Caltech
Pricing Options with Mathematical Models
Caltech (via Coursera)
This is an introductory course on options and other financial derivatives, and their applications to risk management. We will start with defining derivatives and options, continue with discrete-time, binomial tree models, and then develop continuous-time, Brownian Motion models. A basic introduction to Stochastic, Ito Calculus will be given. The benchmark model will be the Black-Scholes-Merton pricing model, but we will also discuss more general models, such as stochastic volatility models. We will discuss both the Partial Differential Equations approach, and the probabilistic, martingale approach. We will also cover an introduction to modeling of interest rates and fixed income derivatives. I teach the same class at Caltech, as an advanced undergraduate class. This means that the class may be challenging, and demand serious effort. On the other hand, successful completion of the class will provide you with a full understanding of the standard option pricing models, and will enable you to study the subject further on your own, or otherwise. Prerequisites. A basic knowledge of calculus based probability/statistics. Some exposure to stochastic processes and partial differential equations is helpful, but not mandatory. It is strongly recommended you take the prerequisites test available in Unit 0, to see if your mathematical background is strong enough for successfully completing the course. If you get less than 70% on the test, it may be more useful to work further on your math skills before taking this course. Or you can just do a part of the course.
Getting started in cryo-EM
Caltech (via Coursera)
This class covers the fundamental principles underlying cryo-electron microscopy (cryo-EM) starting with the basic anatomy of electron microscopes, an introduction to Fourier transforms, and the principles of image formation. Building upon that foundation, the class then covers the sample preparation issues, data collection strategies, and basic image processing workflows for all 3 basic modalities of modern cryo-EM: tomography, single particle analysis, and 2-D crystallography. Philosophy: The course emphasizes concepts rather than mathematical details, taught through numerous drawings and example images. It is meant for anyone interested in the burgeoning fields of cryo-EM and 3-D EM, including cell biologists or molecular biologists without extensive training in mathematics or imaging physics and practicing electron microscopists who want to broaden their understanding of the field. The class is perfect as a primer for anyone who is about to be trained as a cryo-electron microscopist, or for anyone who needs an introduction to the field to be able to understand the literature or the talks and conversations they will hear at cryo-EM meetings. Pre-requisites: The recommended prerequisites are college-freshman-level math, physics, and biochemistry. Pace: There are 14.5 hours of lecture videos total separated into 40 individual “modules” lasting on average 20 minutes each. Each module has at the end a list of “concept check” questions you can use to test your knowledge of what was presented. As the modules are grouped into seven major subjects, one reasonable plan would be to go through one major subject each day. That would mean watching a couple hours of lecture and spending another hour or so thinking through the concept check questions each day for a week. Another reasonable plan would be to go through one module each day for a little over a month, or even three modules a week (Monday, Wednesday, and Friday) for a 3-month term. It is likely that as you ...
The Science of the Solar System
Caltech (via Coursera)
Learn about the science behind the current exploration of the solar system in this free class. Use principles from physics, chemistry, biology, and geology to understand the latest from Mars, comprehend the outer solar system, ponder planets outside our solar system, and search for habitability in our neighborhood and beyond. This course is generally taught at an advanced level assuming a prior knowledge of undergraduate math and physics, but the majority of the concepts and lectures can be understood without these prerequisites. The quizzes and final exam are designed to make you think critically about the material you have learned rather than to simply make you memorize facts. The class is expected to be challenging but rewarding.
Pricing Options with Mathematical Models
CaltechX (via edX)
Pricing Options with Mathematical Models
Learning From Data (introductory Machine Learning course)
CaltechX (via edX)
Learning From Data (introductory Machine Learning course)
Principles of Economics with Calculus
CaltechX (via edX)
Principles of Economics with Calculus
The Evolving Universe
Caltech (via Coursera)
This is an introductory astronomy survey class that covers our understanding of the physical universe and its major constituents, including planetary systems, stars, galaxies, black holes, quasars, larger structures, and the universe as a whole.