Foundational
Calculus for Quants
The calculus a quant uses every day — limits, derivatives, Taylor series, integration, multivariable gradients and Lagrange multipliers, and vector calculus — built with full derivations and worked examples.
📚 15 lessons⏱ ~2 hours∑ Server-rendered mathematics
All-access membership — $29/mo
Unlocks this and every other course.
What you'll learn
- ✓Differentiate fluently and build Taylor approximations (the basis of delta–gamma)
- ✓Integrate by substitution, parts, and partial fractions, and normalize probability densities
- ✓Work with gradients and the Hessian, and solve constrained problems with Lagrange multipliers
- ✓Evaluate multiple integrals with the Jacobian for joint densities
- ✓Apply the divergence and Stokes theorems that underpin PDE theory
Use the outline on the left to navigate — or press ⌘K to jump to any lesson.