fbpx

FREE MATHEMATICS FOR QUANTITATIVE FINANCE Video Master Classes from the CQF

(Last Updated On: July 14, 2014)

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

Join our FREE newsletter to learn how we approach our math for quant 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
share this recipe:
Facebook
Twitter
Pinterest

Still hungry? Here’s more

Automated Bots: Your Key to Stock Trading Success

Automated bots are rapidly gaining ground in the stock market, and if you’re still trading manually, the box will outrun you. Yes, you heard it right! These powerful bots are set to become the new norm, and those who embrace them will have a significant advantage over those who don’t.

Read More

Are you interested in:

If so, CLICK HERE