Math
University mathematics, probability and statistics: the foundations, the theory, and the applied methods that quantitative finance is built from. Math has 3 parts, grouped by field. Each subject page lists the subjects it builds on.
Part 1 of 3
Mathematical foundations
Core tools used across university mathematics: calculus, linear algebra, and the language of proof.
3 subjects · 7 lessons open · 35 planned
- Calculus Derivatives, integrals and Taylor expansions in one and several variables. 3 lessons open · 11 plannedOpen now: What a derivative measures when you zoom in, Why the chain rule multiplies, What the fundamental theorem of calculus connects
- Linear algebra Matrices as maps: rank, projections, eigenvectors and matrix factorizations. 3 lessons open · 15 plannedOpen now: A matrix moves the plane, Matrix multiplication is composition, What the determinant measures
- Proof, logic and sets Quantifiers, proof techniques, functions, and how to compare the sizes of infinite sets. 1 lesson open · 9 plannedOpen now: Cantor's diagonal argument
Part 2 of 3
Analysis and pure mathematics
Mathematics studied for its own structure: limits made precise, symmetry and primes, shape and curvature.
6 subjects · 1 lesson open · 47 planned
Analysis
Algebra and number theory
Part 3 of 3
Applied mathematics and statistics
Mathematics used to model, compute and learn from data: differential equations, optimization and numerical methods, alongside probability and statistics.
10 subjects · 6 lessons open · 162 planned
Applied mathematics
- Differential equations ODEs and PDEs, from exponential growth to the heat equation. 18 planned
- Optimization Convexity, Lagrange multipliers, duality and dynamic programming. 16 planned
- Numerical methods Root finding, finite differences, quadrature and Monte Carlo, and how their errors behave. 16 planned
Probability
- Probability Distributions, expectation, conditional expectation and the limit theorems. 3 lessons open · 28 plannedOpen now: Monty Hall and conditional probability, PMF, PDF and CDF, Expectation and variance
- Stochastic processes Random walks, Markov chains, Brownian motion, quadratic variation and martingales. 3 lessons open · 20 plannedOpen now: From random walk to Brownian motion, Martingales, Quadratic variation and (dW)² = dt
Statistics
- Statistical inference Estimators, confidence intervals, hypothesis tests and p-values. 17 planned
- Regression Least squares, regression diagnostics, regularization, logistic regression and generalized linear models. 14 planned
- Time series Autocorrelation, ARMA models, unit roots, GARCH and the Kalman filter. 12 planned
- Bayesian statistics Priors, posteriors, credible intervals and hierarchical models. 8 planned
- Computational statistics The bootstrap, cross-validation, PCA and Markov chain Monte Carlo. 13 planned