Beginner → Intermediate
Mathematical Foundations of Quantitative Finance
The math a working quant actually uses — probability, differential equations, stochastic calculus, the Black–Scholes model, and numerical methods — built from the ground up with full derivations, worked examples, and graded problems.
📚 19 lessons⏱ ~2.5 hours∑ Server-rendered mathematics
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What you'll learn
- ✓Work fluently with random variables, expectation, variance, and the normal and lognormal laws
- ✓Solve second-order linear ODEs and crack initial-value problems with the Laplace transform
- ✓Apply Itô's lemma to functions of Brownian motion and solve the SDEs that drive asset prices
- ✓Derive the Black–Scholes PDE and price European options with the closed-form formula and the Greeks
- ✓Price derivatives numerically with Monte Carlo, binomial trees, and finite-difference methods
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