Mathematical Methods for Quantitative Finance (CFRM 460) Certificate | UW Professional & Continuing Education
Courses » Mathematical Methods for Quantitative Finance (CFRM 460)

Mathematical Methods for Quantitative Finance (CFRM 460)

Part of the Certificate in Quantitative Fundamentals of Computational Finance. Open to non-certificate students.

Course Description

Formerly known as AMATH 460 

This course reviews the mathematical methods fundamental for the study of quantitative and computational finance. The areas of focus include calculus and multivariable calculus, constrained and unconstrained optimization, and linear algebra.

Topics include:

  • Functions and inverse functions
  • Limits, derivatives, partial derivatives, and chain rule
  • Integrals and multiple integrals, changing the order of differentiation and integration
  • Taylor series approximations
  • Newton’s method
  • Lagrange multiplier method

Upon completion of the course students will know the fundamental mathematical concepts needed to effectively study quantitative finance areas such as fixed income, options and derivatives, portfolio optimization, and quantitative risk management.

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