Math for Quant Finance (Calculus)

Calculus, linear algebra, statistics, optimization and more.

I get a lot of people asking what math they should learn for quant finance so I’m gonna summarize all of the most common and useful math that I use in quant finance in a series of articles!

Calculus is probably what people think of first whenever someone mentions math.
It’s also the most important type of math and mostly what you learn in high school.

In the previous article, we’ve looked at a bunch of different clustering algorithms and coded up the k-means algorithm from scratch.

Imo learning math should be done similarly, you don’t just read about it once and remember it. You keep applying it and practicing it.
That’s also why studying complicated mathematics isn’t necessary for a quant.
You won’t ever be applying it and will end up forgetting it anyway.

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Table of Content

(Univariate) Calculus

1. Sequences

2. Functions

3. Complex Functions

4. Series

5. Exponential Function, Trigonometric Functions and Logarithm

6. Derivatives

7. Maximization/Minimization

8. Integrals

Multivariate Calculus

1. Norms

2. Derivatives

3. Maximization/Minimization

4. Final Remarks