Math for Quantitative Finance
Tour the mathematics used to model the chaos of the financial markets.
Financial Models
Probability
Value and Risk
Probability Warm-ups
Conditional Probability
Interview Preparation
Expected Value
Expected Utility
Interview Preparation
Variance
Covariance
Indicator Variables
Interview Preparation
Statistics
Normal Distributions
Log-normal Distributions
Hypothesis Testing
Parameter Estimation
Fermi Estimates
Operations
Inverses
Linear Systems
Covariance
An Overview of Markov Chains
Stationary Distributions
Transience and Recurrence
Course description
This course was written in collaboration with former quantitative traders from two leading firms. In this course, we'll dive into statistical modeling, matrices, and Markov chains, and guide you through the powerful mathematics and statistics used to model the chaos of the financial markets. By the end of this course, you’ll have the skills needed to ace a quantitative finance interview.
Topics covered
- Bayes' Theorem
- Expected Value
- Fermi Estimation
- Hypothesis Testing
- Interview Prep
- Markov Chains
- Matrices
- Parameter Estimation
- Probability
- Statistical Distributions
- Utility Functions
- Variance and Covariance
Prerequisites and next steps
You'll need some familiarity with probability and random variables.