Advanced Math Bootcamp for Risk Management
Advanced Math BootCamp for FRM / PRM
VI. CALCULUS.
1. Differential Calculus.
2. Integral Calculus.
3. Optimization.
VII. LINEAR MATHEMATICS AND MATRIX ALGEBRA.
1. Matrix Algebra.
2. Quadratic Forms.
3. Cholesky Decomposition.
4. Eigenvalues, Eigenvectors and Principal Component Analysis (PCA).
VIII. PROBABILITY THEORY IN FINANCE.
1. The Classical versus Bayesian Approach.
2. Specific Probability Distributions.
IX. NUMERICAL METHODS
1. Solving of Non-differential Equations.
2. Numerical Optimization.
3. Numerical Methods for Valuing Options.
X. TECHNICAL ANALYSIS.
1. Technical Trading Rules and Indicators.
2. Technical Analysis of Foreign Markets.
3. Technical Analysis of Bond Markets.
The fee for the Bootcamp is 30,000 RUR; the first 10 applicants will get a discount 20%.
To apply, please, fill in the Registration form.
