Mathematical Methods for Quantitative Finance covers topics from calculus and linear algebra that are fundamental for the study of mathematical finance. Students successfully completing this course will be mathematically well prepared to study quantitative finance at the graduate level.
The Mathematical Methods for Quantitative Finance course reviews the mathematical methods fundamental for the study of quantitative and computational finance. The areas of focus include calculus and multivariable calculus, constrained and unconstrained
optimization, and linear algebra.
Topics covered include the following:
Upon completion of the course students will:
Students should have completed entry-level college calculus courses that include an introduction to multivariable differential calculus; additional introductory mathematics and statistics coursework is desirable.
Stefanica, D. (2011). A primer for the mathematics of financial engineering. (2nd ed.). New York, NY: Financial Engineering Press. Retrieved from http://www.fepress.org/primer-second-ed/
The class will consist of lecture videos, which are between 8 and 12 minutes in length and there is a short quiz at the end of each video. Additionally, there is a homework assignment accompanying each set of 8-10 videos.
Is there a statement of completion or certificate issued for this course?