Mathematical Foundations of Quantitative Finance Watch

silva101
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Report Thread starter 3 months ago
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Hi guys, I really need help. I want to study an MSc in Finance but my maths has never been that good. I have got a 2:1 in business accounting but this is a new level of maths and would be grateful for some guidance and I know this question is a silly one but I have to ask.

What books of resources can I use to study these topics and what part of maths do they each fall into so that I can get the right book to study?

-Sets and functions (sets, functions, relations)

-Convergence (sequences of numbers, sequences of functions, uniform convergence, pointwise convergence)

-Calculus (continuity, uniform continuity, derivatives and partial derivatives, Taylor expansion, differential equations, integration)

-Probability (finite sample spaces, probability on [0,1], conditional probability, independence, random variables, probability distribution, expectation and variance, covariance, densities)
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DFranklin
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(Original post by silva101)
Hi guys, I really need help. I want to study an MSc in Finance but my maths has never been that good. I have got a 2:1 in business accounting but this is a new level of maths and would be grateful for some guidance and I know this question is a silly one but I have to ask.

What books of resources can I use to study these topics and what part of maths do they each fall into so that I can get the right book to study?

-Sets and functions (sets, functions, relations)

-Convergence (sequences of numbers, sequences of functions, uniform convergence, pointwise convergence)

-Calculus (continuity, uniform continuity, derivatives and partial derivatives, Taylor expansion, differential equations, integration)

-Probability (finite sample spaces, probability on [0,1], conditional probability, independence, random variables, probability distribution, expectation and variance, covariance, densities)
It would help to link to the syllabus. It's a bit hard to know how much they're just after a "working knowledge", or if they're after proper understanding of the underpinnings. (In general it looks like they just want "working knowledge", but the discussion of convergence and continuity somewhat implies they want more).
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