josh_v
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So its been quite a while since I've done any integration. I briefly covered it during Access course before starting uni. And for some reason, it was largely ignored on my undergrad degree.

Anyway, today I went to an 'crash course' in maths based on what I will be covering in my MSc and apparently I'm going to need to know plenty of integration.

Does anyone know of a good source that can take me from the very basics all the way up to a decent level of integration?

Thanks
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tombayes
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Well it depends on what you know already. It is quite difficult to do integration without having an understanding of differentiation. I would say look at some youtube videos Khan Academy ones are good as is MIT Open Courseware (http://ocw.mit.edu/courses/mathemati...lus-fall-2010/). Look through that link.

What do you mean by a decent level? Because since your taking an MSc would they expect an undergraduate physical science understanding i.e. multivariate calculus? Maybe if I knew your exact requirements i.e. syllabus. I could help more.
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josh_v
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(Original post by tombayes)
Well it depends on what you know already. It is quite difficult to do integration without having an understanding of differentiation. I would say look at some youtube videos Khan Academy ones are good as is MIT Open Courseware (http://ocw.mit.edu/courses/mathemati...lus-fall-2010/). Look through that link.

What do you mean by a decent level? Because since your taking an MSc would they expect an undergraduate physical science understanding i.e. multivariate calculus? Maybe if I knew your exact requirements i.e. syllabus. I could help more.
Im ok with differentiation. I need to work on differentiating trig functions since that wasn't in my undergrad. I just have hardly done integration.

Im studying MSc Financial Risk Management at UCL. Topics include Black-Scholes, Jump-diffusion and levy processes, quadrature methods, fourier methods, monte carlo methods.
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tombayes
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(Original post by josh_v)
Im ok with differentiation. I need to work on differentiating trig functions since that wasn't in my undergrad. I just have hardly done integration.

Im studying MSc Financial Risk Management at UCL. Topics include Black-Scholes, Jump-diffusion and levy processes, quadrature methods, fourier methods, monte carlo methods.
Black-Scholes model involves Partial Differential Equations so I would guess that you would need to cover single and multivariate calculus, ordinary differential equations, and applications you may want to cover basic stochastic calculus (for levy processes). This is all on MIT open courseware so take a look at that. What was your undergrad degree?
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josh_v
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(Original post by tombayes)
Black-Scholes model involves Partial Differential Equations so I would guess that you would need to cover single and multivariate calculus, ordinary differential equations, and applications you may want to cover basic stochastic calculus (for levy processes). This is all on MIT open courseware so take a look at that. What was your undergrad degree?
Thanks for your help.

Undergrad I studied Economics and Finance at Birmingham. Only had very basic integration
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