Quant from First Principles
The mathematics of quantitative finance, one subject at a time, explained from zero with interactive Nifty options labs.
Linear Algebra
Vectors, matrices, elimination, vector spaces, orthogonality, determinants, eigenvalues, SVD — the language of portfolios and factor models.
Single Variable Calculus
Limits, derivatives, integrals, series and Taylor expansions — the base toolkit for pricing and optimisation.
Multivariable Calculus
Partial derivatives, gradients, Lagrange multipliers, multiple integrals, vector calculus — optimisation in many dimensions.
Probability
Random variables, distributions, expectation, conditioning, limit theorems — the core of every quant model.
Differential Equations
First and second order ODEs, systems, Laplace transforms, and the road to the PDEs behind option pricing.
Mathematics with Applications in Finance
Stochastic processes, Itô calculus, Black–Scholes, portfolio theory, time series — where it all comes together.