FREE MATHEMATICS FOR QUANTITATIVE FINANCE Video Master Classes from the CQF

Video Master Classes

MATHEMATICS FOR QUANTITATIVE FINANCE

This 7-hour workshop provides CQF Institute members with a quick refresher in the mathematical principles required for quant finance and illustrates how they are used in industry:

– Calculus, probability and differential equations

– Random walks, stochastic calculus, Ito’s lemma and Black Scholes

Introduction to Calculus (48 Minutes)

Program Introduction

Introduction to Calculus – Basic Terminology

Introduction to Calculus – Functions

Introduction to Calculus – Limits

Calculus (1 Hour 28 Mins)

Calculus – Differentiation

Calculus – Partial Derivatives

Calculus – Integration

Calculus – Taylor Series

Probability (50 Mins)

Probability – Discrete Random Variables

Probability – Moments

Probability – Continuous Random Variables

Probability – Correlation

Differential Equations (1 Hour 10 Mins)

Differential Equations – Introduction

Differential Equations – First Order

Differential Equations – Second Order

Math in Quant Finance (45 Mins)

Math in Finance – Random Walks

Math in Finance – Simulating Brownian Motion

Math in Finance – Stochastic Calculus and Ito’s Lemma

Taylor Series and Ito’s Lemma (1 Hour 3 Mins)

Taylor Series and Ito’s Lemma – Stochastic Differential Equations

Taylor Series and Ito’s Lemma – Diffusion Processes

Taylor Series and Ito’s Lemma – 2D Extension of Ito

Taylor Series and Ito’s Lemma – Equities and Interest Rates

Taylor Series and Ito’s Lemma – Simulating SDE’s

Black Scholes (1 Hour 13 Mins)

Black Scholes – Assumptions

Black Scholes – Portfolio Construction

Black Scholes – Calls and Puts

Black Scholes – Monte Carlo Methods

Black Scholes – Binary Options

Black Scholes – Jump Diffusion and Stochastic Volatility

Thanks to a former student who took this course

I am learning a lot of this through Khan Academy. It is FREE too. Let the race to the bottom begin

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