In these posts, I aim to give some some mini-tutorials on areas of maths I think are both interesting and useful.
The main topics I aim to cover are: Linear Algebra, Probability, Statistics/Machine Learning, Stochastic Analysis and PDE Theory.
If you have a basic understanding of these areas, you have all the tools be effective in any quantitative discipline and you can leverage your skills to do some really powerful stuff.
There are thousands of textbooks and web tutorials available for all of these topics, so my goal is not just to be another one of those. My aim is to present each topic in a way that is easy to digest and highlights their practical importance from a financial point of view - the area in which I work.