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Mathematics Primer

 

The CQF program begins with the Mathematics Primer, 12 hours of intensive training covering all the mathematical preliminaries you need to know before commencing the quantitative finance lectures. The Primer has been designed to get people back up to speed with their mathematics, since the vast majority of CQF delegates describe themselves as mathematically “rusty” before they begin. If you are similarly rusty, do not worry, the Primer is the perfect solution.

Mathematics Primer Dates, Fees and Enrolment Conditions   

The program covers the following:

Calculus:
  - Functions and limits
  - Differentiation and integration
  - Complex numbers
  - Functions of several variables

Differential Equations:
  - First order equations
  - Second and higher order equations

Linear Algebra:
  - Matrices and Vectors
  - Systems of linear equations
  - Eigenvalues and eigenvectors

Analysis:
  - Series of Real Numbers
  - Convergence
  - Continuity
  - The Riemann integral and Riemann Stieltjes
  - The Fundamental Theorem of Calculus
  - Infimum and Supremum

Probability:
  - Probability Distribution Function (PDF)
  - Cumulative Distribution
  - Expectation Algebra
  - Key Discrete and Continuous Distributions including the Normal Distribution
  - Central Limit Theorem

Statistics:
  - General Summary Statistics
  - Maximum Likelihood Estimator
  - Hypothesis Testing
  - Regression and Correlation

The Mathematics Primer now also comes complete with four landmark textbooks on calculus, differential equations, probability and linear algebra, ensuring your start in the course is as solid as possible. These books are an essential component in getting a solid grasp of the fundamentals, and for the first time in 2010 are included in the course at no additional cost.