Body of Knowledge

Data Science
Mathematics
Data Science
Foundations
Advanced
Data Science
Data Science
for Finance
Financial Engineering
for Investment
Quantitative Risk
Management
Quantitative Portfolio
Management

Data Science Foundations

Representations of a distribution
Marginalization
Conditioning
Normal distribution
Quadratic-normal distribution
Notable multivariate distributions
Elliptical distributions
Scenario-probability distributions
Exponential family distributions
Mixture distributions
Other special classes of distributions
Univariate results
Definition and properties of copulas
Special classes of copulas
Implementation
Expectation and variance
Expectation and covariance
L2 geometry
Generalized location-dispersion: affine equivariance
Generalized location-dispersion: variational principles
Factor models and learning
Overview
Regression LFM's
Principal component LFM's
Factor-analysis LFM's
Cross-sectional LFM's
Application: principal component analysis of the yield curve
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