About me

1
About me

• A.P. Tan Chong Hui
• Email chonghuitan_at_smu.edu.sg
• Office LKCSB 5037
• Phone [phone]

2
About this course

• This course is one of the mathematics course in
  QF to equip you with the quantitative background
  for your future study and work in the area of
  Quantitative Finance
• In this course, you will learn
• A dose of abstract mathematics
• Some Calculus (differentiation and integration)
• Some Probability Theory (discrete, continuous,
  probability spaces, conditional probability and
  expectation)

3
About this course

• This course is meant as a foundational course in
  the mathematics of calculus and probability. It
  is not a mathematical finance course. Do not
  expect references to be made to finance often.
• Nonetheless, snippets about interesting
  Quantitative Finance and mathematics will be
  discussed in class these may or may not pertain
  to the materials taught and you will not be
  examined on them.

4
Objectives

• Grounding in basic quantitative skills
• Gain some acquaintance with abstract concepts
• Enough Calculus to do QF 303

5
Study materials

• Lecture notes
• Brief lots of explanation will be done in class
• Loosely follow course pack
• Course pack
• Compilation of chapters from various textbooks
• Please bring to class
• Notes that you will take down in class
• Theres an overabundance of materials we will
  not cover everything

6
Prerequisites

• It is assumed that you have basic mathematical
  skills, up till either the JC or polytechnic
  level in the Singapore education system.
• It is assumed that you know basic calculus
• Differentiation (product rule, quotient rule,
  etc.)
• Integration (area under graph, by-parts,
  substitution)

7
Caveats

• This is quite a substantial course. Be prepared
  to work hard and think hard
• Dont miss a class if you can. It always takes at
  least twice the effort to play catching-up
• I wish to take the course at a comfortable pace.
  Constant feedback and probing from you will help.
  On the other hand, you need to keep up by reading
  to make sure you understand and by doing
  exercises.

8
Assessment

• 10 Participation
• 25 Quiz 1
• 25 Quiz 2
• 40 Exam

9
Getting help

• Informal discussion sessions in between formal
  lectures

10
Make Up Classes
11
Exam Date and Time