18.642 | Fall 2024 | Undergraduate

Topics in Mathematics with Applications in Finance

Lecture 4: Linear Algebra (cont.); Probability Theory

The lecture provides an overview of key linear algebra concepts such as eigenvalues, eigenvectors, matrix diagonalization, and singular value decomposition, emphasizing their applications in modeling dynamic systems and data analysis. It also introduces foundational probability theory concepts, including distributions, moments, covariance, principal component analysis, and their relevance to finance, portfolio management, and stochastic modeling.

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Fall 2024
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