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Quant finance lecture notes

655 lecture notes selected for learning quantitative finance. Highlighted picks come first. Showing 551–600; page 12 of 14.

  1. Probability & Markets

    Jane Street

    adverse selection · conditional probability · confidence intervals · counting · expected value · financial markets

  2. Problem 1. (1-2) By Sanov’s theorem for i.i.d. variables,(νn)n∈N satisfies a LDP with rate function I(ν) =H(ν||π) =

    Université Paris-Saclay (Évry site) · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  3. Problem Set 1 Handed out: ​Monday, September 12, 2016. Due: 11:59 PM, Tuesday, September 20, 2016

    Massachusetts Institute of Technology · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  4. Program 2 1 Executive Summary In this report I will use 6 algorithms to interpolate two target functions and evaluate the numerical

    Florida State University · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  5. Programming for Data Science at Scale

    University of Edinburgh · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  6. Quant Trading Guide

    Callum McDougall · 2020

    algorithmic trading · financial markets · internships · market making · math interviews · probability puzzles

  7. Quantifying Activity and Collaboration Levels in Programming Assignments

    Maynooth University · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  8. Quantitative Portfolios – This course examines portfolio management based on quantitative techniques versus fundamental valuation methods. Topics include statistical arbitrage and computer-based models for trading.

    Temple University · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  9. Real Analysis Preliminary Exam Feb 2024 1. (25 pts) Prove that the set

    Middle East Technical University (METU) · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  10. Real Analysis Preliminary Exam Feb 2026 mrefers the Lebesgue measure.

    Middle East Technical University (METU) · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  11. Real Analysis Preliminary Exam March 2022 1. (20 points) Letm be the Lebesgue measure onR. Show that there exists an open dense setU⊆ R such thatm(U ) = 2022.

    Middle East Technical University (METU) · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  12. Real Analysis Preliminary Exam Sep 2024 1. (25 pts) Suppose 0 < p0 < p1 < ∞. Find an example of function f on (0 , ∞) (with

    Middle East Technical University (METU) · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  13. Real Analysis Preliminary Exam September 2025 1. (12+13 pts) If the following statement is true then prove it. Otherwise, give a coun-

    Middle East Technical University (METU) · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  14. Real Analysis Preliminary Exam Spring 2021 1. (15+10 pts) Let f : [0, 1]× [0, 1]→ R be defined by

    Middle East Technical University (METU) · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  15. Real Analysis TMS 20.09.2019

    Middle East Technical University (METU) · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  16. Regression-Based Test

    Chuan Shi

    asset pricing · econometrics · factor investing · hypothesis testing · regression · statistical inference

  17. Restrictions SSSP Algorithm Graph Weights Name Running Time O(·) General Unweighted BFS |V | + |E|

    Massachusetts Institute of Technology · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  18. Review of Basic Linear Algebra for MA3291 Wong Yan Loi

    National University of Singapore · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  19. Risk and Portfolio Management with Econometrics, Courant Institute, Spring 2009

    New York University (Courant) · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  20. Risk-Neutral Asset Pricing

    University of Edinburgh · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  21. Rüdiger Frey — Optimisation I Lecture Notes (German)

    WU Vienna University of Economics and Business · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  22. S/u.sc/m.sc/m.sc/e.sc/r.sc S/c.sc/h.sc/o.sc/o.sc/l.sc, P/e.sc/k.sc/i.sc/n.sc/g.sc U/n.sc/i.sc/v.sc/e.sc/r.sc/s.sc/i.sc/t.sc/y.sc, 2020 Dynamical Systems and Machine Learning Qianxiao Li

    National University of Singapore · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  23. SC4/SM8 Advanced T opics in Statistical Machine Learning Department of Statistics, University of Oxford

    University of Oxford · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  24. School of Informatics: Computer Programming: Skills and Concepts Home Page — slides8-2015.pdf

    University of Edinburgh · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  25. Section 1 – degree programme structure Awarding institution | Royal Holloway, University of London --- | --- Section 1 – degree programme structure Accreditation(s) (where applicable) | None Section 1 – degree programme structure Standard l

    Royal Holloway, University of London · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  26. SF2930 Regression analysis

    KTH Royal Institute of Technology · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  27. Sheet 2 (Week 4) (Available)

    University of Queensland · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  28. Skripte / Lecture Notes — Arbeitsgruppe Finanzmathematik / Workgroup Financial Mathematics

    Kiel University · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  29. Slides 1: Another k-Selection Algorithm

    Chinese University of Hong Kong · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  30. slides for Chap 02, V02 (updated)

    National Tsing Hua University · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  31. slides for Chap 03, V02 (page 25 corrected)

    National Tsing Hua University · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  32. slides for Chap 04, V02 (Correction on page 48)

    National Tsing Hua University · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  33. slides for Chap 07, V02 (page 25 and 29 corrected)

    National Tsing Hua University · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  34. Slides on Smart Contract programming and pitfalls

    University of Edinburgh · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  35. Slides_Algorithmic_Trading

    University College London · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  36. ST433/533 – Final Exam – Due 11/20 Presidential election polling and subsequent analysis have emerged as one of the most public appli- cations of statistical methods. These spatiotemporal data are noisy and potentially b

    North Carolina State University · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  37. ST433/533 – Mid-term Exam 2 – Due 10/14 Geostatistical methods based on the multivariate normal distribution are computationally intensive for large datasets. Over the last 5-10 years several new methods have been propos

    North Carolina State University · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  38. ST440/540 – Exam 2 - Due Monday, April 15 THIS IS AN EXAM - DO NOT DISCUSS THE PROBLEM WITH ANYONE (INCLUDING OTHER STUDENTS OR THE TA)! If you have questions, please email me.

    North Carolina State University · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  39. Stanford CME 241 (Winter 2024) - Assignment 1

    Stanford University · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  40. STATISTICAL METHODS IN FINANCE

    Imperial College London · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  41. STATISTICAL METHODS IN FINANCE, ASSIGNMENT 3

    Imperial College London · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  42. Statistics Cheatsheet With Python Codes and Visualization

    soorabcode · 2025

    anova · bayes theorem · binomial distribution · confidence intervals · correlation · data science

  43. Statistics for Applications Chapter 10: Generalized Linear Models (GLMs) 1/52

    Massachusetts Institute of Technology · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  44. Statistics for Applications Chapter 6: Testing goodness of fit 1/25

    Massachusetts Institute of Technology · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  45. Statistics for Applications Chapter 7: Regression 1/43

    Massachusetts Institute of Technology · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  46. Statistics for Applications Chapter 9: Principal Component Analysis (PCA) 1/16

    Massachusetts Institute of Technology · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  47. STATS 300C: Theory of Statistics III — Andrew Lin’s Notes

    Stanford University · advanced · quantitative finance

    quantitative finance · student notes · university resources

  48. STATS 311: Information Theory and Statistics — Andrew Lin’s Notes

    Stanford University · advanced · quantitative finance

    quantitative finance · student notes · university resources

  49. Stevens FE610 — Stochastic Calculus for Financial Engineers, Lecture 1

    Stevens Institute of Technology · advanced · quantitative finance

    quantitative finance · teaching materials · university resources

  50. Stochastic Calculus - An Introduction with Applications

    Gregory F. Lawler · 2015

    Brownian motion · Itô calculus · applications in finance · continuous-time models · martingales · probability theory