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As financial applications become increasingly mathematical, many professionals
want to update their quantitative skills:
 A professional wants to
segue into a more quantitative job.
An entire team feels stymied
by inadequate quantitative skills.
A
company strives to do "more with less," and needs to upgrade
employees' skills.
A supervisor feels
challenged overseeing a quantitative team.
This series of short courses—Math 1, Math 2, and Math 3—is a
comprehensive solution. It offers a fun, engaging, and enlightening exploration
of the fascinating field of financial math.
The philosophy of the courses is that mathematics is the language for much of
finance. To understand value-at-risk, Black-Scholes theory,
hedging, or credit risk modeling, we have to understand logarithms, calculus,
probability, statistics, and stochastic calculus. With the right program
and the right instructor, any professional can master this material. This is
what the math courses deliver.
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Each course combines self study with three days of live
lectures. To aide students’ intuition, class examples are drawn from a variety of
fields, but the focus is on financial applications. This means that
students learn a tremendous amount of finance in addition to the mathematics.
Also, because we skip concepts that are not essential in finance, we are able to
concentrate on what is important.
Together, the three math courses take students from pre-calculus
through calculus, probability, linear algebra, statistics and stochastic
calculus. These topics are the mathematical foundations of finance.
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