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MIT published a full lecture on risk-neutral pricing and Black-Scholes equation. It covers forward contracts, options valuation, stochastic calculus, and why derivative prices depend on volatility. To all quants out there turn on Notifications, new article will be out tomorrow!

Ruuj

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10,361 views • 3 months ago •via X (Twitter)

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The relationship between options prices and probability is the most important thing in derivatives trading. MIT taught exactly how to read them. Bookmark & turn on notifications, new article will be out tomorrow!

The relationship between options prices and probability is the most important thing in derivatives trading. MIT taught exactly how to read them. Bookmark & turn on notifications, new article will be out tomorrow!

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Citadel pays $800K/year for quants who can link probability theory with PDEs to binary options pricing. This 1-hour MIT lecture on "Stochastic Differential Equations" gives you the same edge quants get paid $62K/month Bookmark it & watch today. Then read the article below.

Citadel pays $800K/year for quants who can link probability theory with PDEs to binary options pricing. This 1-hour MIT lecture on "Stochastic Differential Equations" gives you the same edge quants get paid $62K/month Bookmark it & watch today. Then read the article below.

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Don't waste 2 years learning to become a quant in 2026. MIT dropped a 2 hour course on financial mathematics for quants for free. • 00:00 - basic quant math terms • 55:02 - stochastic processes & Markov chains • 2:12:21 - building Black-Scholes options model Jane Street pays $1.2 million/year to quants who master this financial math from scratch. Bookmark & give it 2 hours today, no matter what. Then read the article below to build your own hedge fund.

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