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.

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Table of Content

1. Vectors and Matrices

2. Determinants

3. Systems of Linear Equations

4. Linear Independence

5. Linear Maps

6. Eigenvalues and Eigenvectors

7. Dot Product and Norms

8. Singular Value Decomposition and Moore-Penrose Inverse

9. Derivatives

10. Final Remarks

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