Link: https://www.coursera.org/course/mathematicalmethods
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.
Format:
- 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.
Misc:
- there is no Statement of Accomplishment
- there is no course staff to help you, i.e. you should rely only on the assistance from your fellow courserians
- there are some misprints in materials. Hope Dr.Konis will have them fixed before the next session.
To sum…
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