MATH 500x
Preparation for Financial Mathematics
INSTRUCTOR: SCOT ADAMS
(topics files)



summary of all topics
Topic 0001:        ppt         pdf         summary         (Foundational Material: Logic and Set Theory)
Topic 0002:        ppt         pdf         summary         (Numbers and sets of numbers)
Topic 0003:        ppt         pdf         summary         (Absolute value and distance)
Topic 0004:        ppt         pdf         summary         (Functions and expressions)
Topic 0005:        ppt         pdf         summary         (Completing the square)
Topic 0006:        ppt         pdf         summary         (Combinatorics)
Topic 0007:        ppt         pdf         summary         (The binomial formula)
Topic 0008:        ppt         pdf         summary         (Counting monomials)
Topic 0009:        ppt         pdf         summary         (One variable diff calc)
Topic 0010:        ppt         pdf         summary         (The IVT and the MVT)
Topic 0011:        ppt         pdf         summary         (One variable integral calculus review)
Topic 0012:        ppt         pdf         summary         (Example of a definite integral)
Topic 0013:        ppt         pdf         summary         (The Fundamental Theorem of Calculus)
Topic 0014:        ppt         pdf         summary         (Techniques of one variable integration)
Topic 0015:        ppt         pdf         summary         (Sequences and series)
Topic 0016:        ppt         pdf         summary         (Polynomial approximation)
Topic 0017:        ppt         pdf         summary         (Conditional convergence of series)
Topic 0018:        ppt         pdf         summary         (Some important indeterminate forms)
Topic 0019:        ppt         pdf         summary         (Complex numbers)
Topic 0020:        ppt         pdf         summary         (Topology)
Topic 0021:        ppt         pdf         summary         (Basics of vector spaces)
Topic 0022:        ppt         pdf         summary         (Basics of linear transformations)
Topic 0023:        ppt         pdf         summary         (Matrix operations)
Topic 0024:        ppt         pdf         summary         (Matrix types)
Topic 0025:        ppt         pdf         summary         (Intro to row and col ops)
Topic 0026:        ppt         pdf         summary         (Row and col ops and linear algebra)
Topic 0027:        ppt         pdf         summary         (Determinants exist)
Topic 0028:        ppt         pdf         summary         (Properties of determinants)
Topic 0029:        ppt         pdf         summary         (Bilinear forms and quadratic forms)
Topic 0030:        ppt         pdf         summary         (Cauchy-Schwarz)
Topic 0031:        ppt         pdf         summary         (Rotations, reflections, orthogonal transf)
Topic 0032:        ppt         pdf         summary         (Eigenvalues and eigenvectors)
Topic 0033:        ppt         pdf         summary         (Diagonalization of matrices)
Topic 0034:        ppt         pdf         summary         (The Spectral Theorem)
Topic 0035:        ppt         pdf         summary         (Principal component analysis)
Topic 0036:        ppt         pdf         summary         (Cayley's Theorem)
Topic 0037:        ppt         pdf         summary         (Multivariable polynomial approximation)
Topic 0038:        ppt         pdf         summary         (Vector fields and ODEs)
Topic 0039:        ppt         pdf         summary         (The multivariable chain rule)
Topic 0040:        ppt         pdf         summary         (Lagrange mult, constrained optimization)
Topic 0041:        ppt         pdf         summary         (Multivariable change of variables)
Topic 0042:        ppt         pdf         summary         (Variations on Stokes' Theorem)
Topic 0043:        ppt         pdf         summary         (Planimeters)
Topic 0044:        ppt         pdf         summary         (Problems in integration)
Topic 0045:        ppt         pdf         summary         (Basics of PCRVs)
Topic 0046:        ppt         pdf         summary         (Cholesky decomposition)
Topic 0047:        ppt         pdf         summary         (Cond prob, indep and the CLT)
Topic 0048:        ppt         pdf         summary         (Bayes' Law)
Topic 0049:        ppt         pdf         summary         (Conditional expectation)
Topic 0050:        ppt         pdf         summary         (Stirling's Formula)
Topic 0051:        ppt         pdf         summary         (From Stirling to the CLT)
Topic 0052:        ppt         pdf         summary         (Piecewise constant processes)
Topic 0053:        ppt         pdf         summary         (Functional analysis)
Topic 0054:        ppt         pdf         summary         (The heat equation)
Topic 0055:        ppt         pdf         summary         (One period pricing and hedging)
Topic 0056:        ppt         pdf         summary         (Risk-neutrality and Delta-hedging)
Topic 0057:        ppt         pdf         summary         (Pricing/hedging in 3 subperiods)
Topic 0058:        ppt         pdf         summary         (Pricing/hedging many subperiods, 1)
Topic 0059:        ppt         pdf         summary         (Central Limit Theorem)
Topic 0060:        ppt         pdf         summary         (Pricing/hedging many subperiods, 2)
Topic 0061:        ppt         pdf         summary         (Intro to the Black-Scholes Formula)
Topic 0062:        ppt         pdf         summary         (Testing the B-S Formula)
Topic 0063:        ppt         pdf         summary         (Prelim to the TCLT and B-S)
Topic 0064:        ppt         pdf         summary         (the Triangular CLT)
Topic 0065:        ppt         pdf         summary         (1st proof of Black-Scholes)
Topic 0066:        ppt         pdf         summary         (IOUs in proof of B-S)
For recordings of the classes, go to the class diary and search on the word "recording".