Mathematics Review for Masters of Finance Students
Anthony M. Marino
Lecture 1: Introductory Material
Sets
Real number System
Functions, Ordered Tuples and Product Sets
Common Functions
Introduction to Matrix Algebra
Lecture 2: Marginal Functions and the Principles of Optimization
Derivative Functions and Optimization Principles
The Average Function
Elasticity
Basic Principles of Constrained Optimization
Lecture 3: Calculus
First Order derivatives
Second Order Derivatives and Concavity
Partial Derivatives
Integration
Differentiation of an Integral
Multiple Integrals
Lecture 4: Optimization
Maximizing or Minimizing a Function of a Single Variable
Maximizing or Minimizing a Function of Many Variables
Constrained Optimization
Lecture 5: Probability Distributions
Random Variables
Probability Distributions
Discrete Random Variables
Continuous Random Variables and their Distributions
Discrete Joint Distributions
Continuous Joint Distributions
Independent Random Variables
Summary Measures
Moments of Conditional and Joint Distributions
Correlation and Covariance
Slides
Recordings (Made in 2020 during the pandemic in my home office. The videos were relaunched in the spring of 2023.)
1. Module 1
2. Module 2
3. Module 3
4. Module 4
5. Module 5
6. Module 6
7. Module 7
8. Module 8
9. Module 9
10. Module 10
11. Module 11
Mapping Between Recorded Modules and Lectures
Lecture 1.1 and 1.2:
Mod 1 -4.
Lecture 2:
Mod 5 and 6.
Lecture 3:
Mod 6 and Mod 7.
Lecture 4:
Mod 8 and Mod 9.
Lecture 5: Mod 9, Mod 10, and Mod 11.