Math for Quantatative Finance

TL;DR

Lindsay is concerned about lacking mathematical preparation for graduate school in Applied Mathematics and seeks resources for probability and statistics.

Transcript

hi in this video I'm going to be answering a question that I received from a viewer this person's name is Lindsay and the subject is worried about being unprepared for graduate school I'm going to read the question in its entirety and then I will do my best to answer the question I have not read this question yet I've only read the subject and the ... Read More

Key Insights

• 🖤 Lindsay is concerned about lacking mathematical preparation for certain graduate school courses, specifically real analysis and probability.
• ❓ Lindsay's major in economics and minor in mathematics provide a foundation, but additional preparation is necessary.
• 🎟️ The speaker recommends the book "All the Mathematics You Missed but Need to Know for Graduate School" for general mathematical preparation and motivation.
• 📔 The speaker suggests the book "Ross Probability" and the Wackerly book on mathematical statistics for specific preparation.
• ❓ Lindsay can improve mathematical maturity by studying proof writing with resources like "The Book of Proof" by Richard Hammack.
• ✍️ The speaker provides courses on proof writing and other mathematical topics on Udemy for further studies.
• 👨‍🏫 Lindsay's proactive approach to preparation before starting graduate school is a positive indicator for success.

Questions & Answers

Q: What book does the speaker recommend for general mathematical preparation for graduate school?

The speaker recommends the book "All the Mathematics You Missed but Need to Know for Graduate School" by Thomas Garrity. It covers various mathematical topics and can provide motivation and inspiration for preparation.

Q: What book does the speaker recommend specifically for statistics and probability?

The speaker suggests looking up the book "Ross Probability" by Ross. It is a comprehensive book on the subject, albeit terse. Other options include working through the book "Mathematical Statistics with Applications" by Wackerly, which Lindsay already has.

Q: Are there any resources available for improving mathematical maturity?

Lindsay can pick up a book on proof writing, such as "The Book of Proof" by Richard Hammack. This book helps develop proof-writing skills, which can improve mathematical maturity. Additionally, the speaker offers courses on set theory, functions, advanced calculus, and abstract algebra, which focus on proof writing.

Q: What advice does the speaker give for preparing for graduate school?

The speaker encourages Lindsay to continue working through the Wackerly and Ross books, as well as seeking a solutions manual for Wackerly. Additionally, Lindsay's proactive attitude towards preparatory studies is commendable and will contribute to their success.

Summary & Key Takeaways

• Lindsay has received an offer for a master's in Applied Mathematics but is worried about lacking mathematical preparation for certain courses, specifically real analysis and probability.

• Lindsay has a major in economics and a minor in mathematics, and has done four semesters of calculus and two of linear algebra.

• Lindsay is seeking resources to brush up on probability and statistics to prepare for the program.