‘18.642: Topics in Mathematics with Applications in Finance’

Table of contents

  1. Course Info
  2. Realistic Prerequisites
  3. Subject Matter
  4. Course Staff
  5. Lectures
  6. Problem Sets
  7. Exams
  8. Resources
  9. Grading
  10. Advice to Future Students

Course Info

Class Size 39
Hours/Week 8.6 (13 responses)
Instructors Peter Kempthorne
Overall Rating 5.5/7.0

Realistic Prerequisites

  • In addition to the listed prerequisites (18.03, 18.06, and 18.05/18.600), some students think additional finance or probability knowledge may be useful.

Subject Matter

  • Students considered the class material somewhat theoretical while the projects were more applied.

Course Staff

  • Professor Kempthorne was described as very caring and approachable, especially through office hours and email.


  • Lectures were thought to be difficult to follow due to the mathematical density of the content.

Problem Sets

  • Mixed Reviews. Students generally seem to consider psets interesting and not too hard, while they could be a little long.
  • Some students felt that lectures adequately prepared them for psets, while others did not feel prepared.


  • No exams.


  • Lecture notes were made available. Students considered them to be thorough, but somewhat lacking in intuitive explanation.


  • Students felt that grading was fair and very generous.

Advice to Future Students

  1. “This is basically a CI-M!!! I didn’t know this going into it, but I really wish I did because it was not nearly as chill of a class to take as an elective, like I hoped.”