
Mathematical Foundations for Finance
Instructor: Phil Dybvig
Textbook: Mathematics for Economists by Carl Simon and Lawrence Blume.
Download Slides from hereProbability and Statistics, part 1 (2 lectures)
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pdf slides size 96K
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Problem set 1 size 21K, due Tue Sept 13
Calculus Review and Probability and Statistics, part 2 (2 lectures)
...calculus review
pdf slides size 56K
...probability and statistics, part 2
pdf slides size 42K
Vectors and Matrices (2 lectures)
...matrix algebra
ppt slides size 1184K
...eigenvalues and eigenvectors
pdf slides size 50K
Multivariable Calculus and Optimization (4 lectures)
...multivariate calculus
ppt slides size 756K and
pdf slides size 28K (download both)
...optimization
ppt slides size 1024K
...Kuhn-Tucker notes
pdf notes 29K