Curriculum Roadmap

A structured self-study curriculum in finance, economics, and financial mathematics — designed for an engineer who loves markets and wants the formal framework behind what he already knows from practice.

Module Map

Module	Topic	Status	Chatbot Conversation	Key OCW Courses
0	Probability, Statistics, Stochastic Processes	0.1.1 complete; rest roadmapped	0abe816c	RES.6-012 Intro to Probability, 18.650 Statistics for Applications, 6.262 Discrete Stochastic Processes
1	Fixed Income	Stub	—	15.401 Finance Theory I (sessions 4–7)
2	Derivatives Pricing	Stub	—	15.401 Finance Theory I (sessions 10–12)
3	Market Microstructure, DeFi Markets, MEV	Complete	ae02a575	—
4	Credit Risk, Structured Products, Debt Capital Markets	Stubs	—	—
5	Portfolio Theory & Asset Pricing	Stub	—	15.401 Finance Theory I (sessions 13–20)
6	Corporate Finance — Advanced	Not started	—	—
7	Macroeconomics	Stub	—	14.02 Principles of Macroeconomics
8	Microeconomics	Not started	—	14.01 Principles of Microeconomics, 14.04 Intermediate Micro Theory
9	Behavioral Economics & Finance	Not started	—	—
10	Special Topics (Econometrics, ML in Finance, Crypto/DeFi, Financial History)	Partial (DeFi covered in Module 3)	—	15.071 The Analytics Edge

Dependency Graph

Module 0 (Foundations)
  ├── 0.1 Probability Theory ← start here
  ├── 0.2 Statistics          (requires 0.1)
  ├── 0.3 Stochastic Proc I   (requires 0.1)
  └── 0.4 Stochastic Proc II  (requires 0.3)
           │
           ├──► Module 1: Fixed Income (term structure models need SDEs)
           ├──► Module 2: Derivatives Pricing (Black-Scholes needs Ito)
           ├──► Module 4: Credit Risk (default models need stochastic intensity)
           └──► Module 5: Portfolio Theory (mean-variance needs joint distributions)

Module 3 (Market Microstructure) ← can start in parallel with Module 0
Module 7 (Macro) ← independent, can start anytime
Module 8 (Micro) ← independent, can start anytime
Module 9 (Behavioral) ← best after Modules 5 and 8
Module 6 (Corporate Finance) ← best after Module 1 and 4
Module 10 (Special Topics) ← after relevant prerequisites

Conversation Starters

Each module has a dedicated chatbot conversation. Full UUIDs:

Module	UUID	Note
0	0abe816c-2683-44fb-814a-5f47c6fbbbb5	Probability and finance primer
3	ae02a575-d487-46b2-a03e-2aee3b64d5f9	Crypto pump business models and memecoin launch
Plan	2bc72de7-ef1f-45a5-ab4b-49173eb83a05	Master curriculum plan

Remaining modules (1, 2, 4–10) do not yet have dedicated conversations.

OCW Course Index

Relevant MIT OpenCourseWare courses indexed from ~/code/youtube/ocw/:

Mathematics / Foundations

• RES.6-012 Introduction to Probability (Spring 2018) — 266 video clips. Comprehensive. Maps to Module 0.1.
• 18.650 Statistics for Applications (Fall 2016) — 22 lectures. MLE, hypothesis testing, regression. Maps to Module 0.2.
• 6.262 Discrete Stochastic Processes (Spring 2011) — 25 lectures. Markov chains, Poisson, renewals. Maps to Module 0.3.

Finance

• 15.401 Finance Theory I (Fall 2008) — 20 lectures. Broad: present value, fixed income, equities, derivatives, portfolio theory. Touches Modules 1, 2, 5.

Economics

• 14.01 Principles of Microeconomics (Fall 2023) — 26 lectures. Maps to Module 8.
• 14.02 Principles of Macroeconomics (Spring 2023) — 25 lectures. Maps to Module 7.
• 14.04 Intermediate Microeconomic Theory (Fall 2020) — 24 lectures. Game theory, mechanism design, contracts. Advanced Module 8.

Cross-cutting

• 15.071 The Analytics Edge (Spring 2017) — applied statistics/ML. Maps to Module 10.
• MAS.S62 Cryptocurrency Engineering and Design (Spring 2018) — blockchain mechanics. Background for Module 3 DeFi content.