subject
Intro

Coursera: Mathematical Methods for Quantitative Finance

 with  Kjell Konis
Sponsored
Project Management Certificate
Cornell University via eCornell
The Mathematical Methods for Quantitative Finance course reviews the mathematical methods fundamental for the study of quantitative and computational finance. The areas of focus include calculus and multivariable calculus, constrained and unconstrained optimization, and linear algebra.

Topics covered include the following:

  • Functions and inverse functions
  • Limits, derivatives, partial derivatives, and chain rule
  • Integrals and multiple integrals, changing the order of differentiation and integration
  • Taylor series approximations
  • Newton’s method
  • Lagrange multiplier method
  • Vector and matrix arithmetic, determinants, eigenvalue-eigenvector decomposition, singular value decomposition
  • Numerical methods for optimization
Course goal:
Upon completion of the course students will know the fundamental mathematical concepts needed to effectively study quantitative finance areas such as fixed income, options and derivatives, portfolio optimization, and quantitative risk management.


Course Objectives
:

Upon completion of the course students will:

  1. Understand the concept of a limit, differentiation, and integration;
  2. Be able to compute partial derivatives and multiple integrals;
  3. Understand the utility of matrix decompositions;
  4. Be able to use Lagrange multipliers to solve constrained optimization problems; and
  5. Apply the above methods to problems arising in finance.
7 Student
reviews
Cost Free Online Course (Audit)
Pace Finished
Subject Calculus
Provider Coursera
Language English
Hours 8-10 hours a week
Calendar 8 weeks long
Sign up for free? Learn how
+ Add to My Courses
Learn Digital Marketing udacity.com

Gain real-world experience running live campaigns as you learn from top experts.

Advertisement
Become a Data Scientist datacamp.com

Learn Python & R at your own pace. Start now for free!

Advertisement
FAQ View All
What are MOOCs?
MOOCs stand for Massive Open Online Courses. These are free online courses from universities around the world (eg. Stanford Harvard MIT) offered to anyone with an internet connection.
How do I register?
To register for a course, click on "Go to Class" button on the course page. This will take you to the providers website where you can register for the course.
How do these MOOCs or free online courses work?
MOOCs are designed for an online audience, teaching primarily through short (5-20 min.) pre recorded video lectures, that you watch on weekly schedule when convenient for you.  They also have student discussion forums, homework/assignments, and online quizzes or exams.

7 reviews for Coursera's Mathematical Methods for Quantitative Finance

Write a review
11 months ago
Mark Thompson audited this course.
Was this review helpful to you? YES | NO
3 years ago
Lavanyakasmoor is taking this course right now, spending 6 hours a week on it and found the course difficulty to be very hard.
Was this review helpful to you? YES | NO
2 years ago
Drishti Bansal is taking this course right now.
Was this review helpful to you? YES | NO
2 years ago
Rob Koody completed this course.
Was this review helpful to you? YES | NO
2 years ago
profile picture
John Walsh partially completed this course.
Was this review helpful to you? YES | NO
2 years ago
Gaetano Pagani completed this course.
Was this review helpful to you? YES | NO
2 years ago
Derrick Thompson is taking this course right now.
Was this review helpful to you? YES | NO

Class Central

Get personalized course recommendations, track subjects and courses with reminders, and more.

Sign up for free