Primer 1: Mathematics

The course “Mathematics Primer” reviews the mathematical foundations necessary to absorb the Topics of the ARPM Certification. In particular, this course covers the following topics:

The fundamentals of linear algebra, taking a geometric approach
The foundations of calculus and functional analysis.

For a detailed list of topics, refer to the Syllabus here below (expand the dropdown).

This training will help you to achieve a twofold goal:

Goal 1: strengthen your mathematical background and prepare for the next courses of the Quant Marathon program
Goal 2: lay out the foundations to interact with a group of colleagues across geographies and departments, using a common language and notation.

You can choose to complete an optional project at the end of this course that will count as the Practical Project towards the attainment of the ARPM Certification.

Linear algebra - fundamentals

• Vector spaces

• Linear transformations

• Inner product spaces

• Metric and normed spaces

Linear algebra - advanced

• Spectral decomposition

• Matrix transpose-square-root

• Matrix operations

Calculus

• Differentiation

• Discrete derivatives

• Taylor expansion

• Integration

• Monotone functions

• Convexity

Statistics

• Representations of a distribution

• Conditioning

• Normal distribution

• Lognormal distribution

• Quadratic normal distributions