15. Factor Modeling

MIT 18.S096 Topics in Mathematics with Applications in Finance, Fall 2013
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

[lmgpc]

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

[chaitanyakandwal]

I think this is the last lecture by Dr Kempthorne and I would just like to thank him for everything he has taught. He is a wonderful teacher who had to cover some really complex topics. Thank you so much sir, forever indebted to you.

[thomasbernhard]

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

Thanks

[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.

[samis]

he gave important insights into PCA. Thanks a lot

[MrThessalonikiman]

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

[rebiiahmed]

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

[tenshin]

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

[валерийсоколов-пя]

many formulas are not enough to the point

[hjchoi]

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

[валерийсоколов-пя]

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

[caleb]

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