Philip H. Dybvig
Washington University in Saint Louis
Welcome to Mathematical Foundations for Finance! This course is an introduction and review of some mathematical tools that will be essential for your later coursework and your career. Ideally, you want to learn these tools well enough to have them at your fingertips, so you do not have to spend time looking them up when you need them.
I recommend that you print a set of slides before class for taking notes. I have developed some of the slides (in pdf), and there are also many slides (in PowerPoint) developed by Yajun Wang, a brilliant PhD student who graduated this year and is now on the faculty at the University of Maryland.
Probability and Statistics, part 1 (2 lectures)
...pdf slides size 96K
...Problem set 1 size 21K, due Tue Sept 13
...Problem set 1: partial answers size 30K
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
...Problem set 2 size 25K, due Tue Sept 20
...Problem set 2: partial answers size 33K
Vectors and Matrices (2 lectures)
...matrix algebra ppt slides size 1184K
...eigenvalues and eigenvectors pdf slides size 50K
...Problem set 3 size 23K, due Tue Sept 27
...Problem set 3: partial answers size 21K
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
...Problem set 4 size 29K, due Tue Oct 11
...Problem set 4: partial answers size 6K
X-treme Review based on previous slides (2 lectures)