Mathematical Methods for Quantitative Finance

ECON 901


Coverage: the official description is thorough. The caveat is that all topics are discussed without going too much into subtleties.

Potential audience: people with moderate knowledge of multivariable calculus, linear algebra and a bit of R programming experience who want to see how this knowledge may be applied to finance.


  • a lecture; slides of lectures can be downloaded
  • in-video questions
  • a problem set; answers are provided for most problems
  • a quiz; usually, it’s easier than the problem set

Note that only quizzes are graded.

Workload: 2-3 hours assuming you know calculus & linear algebra. If you don’t, then it’s hard to say.


  1. there is no Statement of Accomplishment
  2. there is no course staff to help you, i.e. you should rely only on the assistance from your fellow courserians
  3. there are some misprints in materials. Hope Dr.Konis will have them fixed before the next session.

To sum…

View original post 33 more words

Author: mathtuition88

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