Math Refresher

QST MF 600

The Mathematical Finance Program has a very strong quantitative component, one which many incoming students underestimate. Although students admitted to the program have satisfied the prerequisites in Mathematics, the program's prerequisites represent the minimal, not the optimal, background required. Even if you have learned the topics required as prerequisites, reviewing these concepts immediately prior to the start of the program could be enormously helpful and will certainly increase your chance of success in the program. The course will begin with a review of matrix algebra, then proceed to examine the role of calculus in comparative static analysis. Following this, unconstrained and constrained optimization will be covered using multivariate calculus. The second half of the class deals with dynamics, beginning with a review of integration, and continuing with first- and higher-order differential equations.