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(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

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