Learn Math for Quantitative Finance

Description

In this course, you will :

• Learn how to take risk into account when making quantitative decisions.
• Learn critical techniques for modelling asset fluctuations and quantifying risk.
• Discover a method for calculating variance that works even when events are dependent on one another.
• Learn how to quickly estimate values that would otherwise necessitate extensive analysis.
• Discover how to represent vector relationships, such as how stocks interact with one another.
• Explore a versatile tool for representing systems that change states over time.

Syllabus :

1. Intro to Quant Finance

• Financial Models
• Probability
• Value and Risk

 

2. Probability

• Probability Warm-ups
• Conditional Probability
• Interview Preparation

 

3. Expected Value

• Expected Value
• Expected Utility
• Interview Preparation

 

4. Variance

• Variance
• Covariance
• Indicator Variables
• Interview Preparation

 

5. Statistics

• Statistics
• Normal Distributions
• Log-normal Distributions

 

6. Confidence and Estimation

• Hypothesis Testing
• Parameter Estimation
• Fermi Estimates

 

7. Matrices

• Operations
• Inverses
• Linear Systems
• Covariance

 

8. Markov Chains

• An Overview of Markov Chains
• Stationary Distributions
• Transience and Recurrence

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