Math for Quant Finance (Linear Algebra)
All about matrices and vectors.
Linear Algebra covers linear equations, linear maps, matrices and vectors.
It’s really important in quant and similar areas as we deal a lot with those, especially matrices.
It’s also a pre-requisite for numerical analysis which we will cover in a later post.
In the previous article we covered calculus, the main storyline of mathematics.
Math for Quant Finance (Calculus)
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.
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Table of Content
Vectors and Matrices
Determinants
Systems of Linear Equations
Linear Independence
Linear Maps
Eigenvalues and Eigenvectors
Dot Product and Norms
Singular Value Decomposition and Moore-Penrose Inverse
Derivatives
Final Remarks