Mathematics and Statistics
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Introduction to the Mathematics of Finance

This course will cover introductory interest rate theory and the time value of money, annuities and bonds, forwards and futures, swaps. Will also cover valuation of these products.

I will not be covering anything to do with equities or options (those are more complicated).

I will try to establish a connection between the theory and practical applications of the material in each section.

Most of this course will be in text/pdf/LaTeX documents but I may post videos for clarification.

Click here: COURSE PAGE

Lesson 4 is up

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differential geometry study group

Reading group to work through Lee's Riemannian Manifolds.

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Introduction to Topology

An introductory course in topology, conducted via Moore Method on an external wiki.

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Measure Theory and Lebesgue Integration

In most calculus courses, students are taught the theory of Riemann Integration. Although very useful, the Riemann integral has a number of shortcomings that can make it difficult/impossible to work with. In this course, we construct the Lebesgue integral and the measure-theoretic machinery that powers it.

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Introduction to Statistics with R

This course will go over some of the basics of statistics, from exploratory data analysis to confidence intervals and hypothesis tests to simple regression. We will be using R to perform our statistical analysis, and a good portion of the class will focus on learning how to use R in order to apply the statistical methods that we will learn.

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Intro to Group Theory

Introduction to Group Theory: As devices for measuring symmetry, groups occupy a central role in several areas of mathematics. This course begins with the definition of a group and finishes with the Sylow Theorems for finite groups and the Fundamental Theorem of Finite Abelian Groups. Emphasis is placed on teaching through examples.

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Multivariable Calculus Preparatory Course

This course is meant as a review of mathematics that will be helpful to those about to take a course in Multivariable Calculus. It will begin June 5, 2014. For further details, see syllabus.