MTB Quant Library
About
Home
/
Further Mathematics
/
Linear Algebra
Linear Algebra
Vectors, matrices, eigenvalues, decompositions, and their applications in quantitative finance.
20
chapters
Beginner
01
Vectors & Vector Spaces
Medium
→
02
Matrix Operations
Medium
→
03
Systems of Linear Equations
Medium
→
04
Gaussian Elimination & Row Reduction
Medium
→
05
Determinants
Medium
→
Intermediate
06
Eigenvalues & Eigenvectors
Hard
→
07
Diagonalization
Hard
→
08
Linear Transformations
Medium
→
09
Change of Basis
Hard
→
10
Norms & Distance Metrics
Medium
→
11
Inner Products & Orthogonality
Medium
→
12
Gram-Schmidt Process
Medium
→
13
Projections & Least Squares
Medium
→
14
Positive Definite Matrices
Rigorous
→
Advanced
15
Covariance Matrices & Quadratic Forms
Hard
→
16
Matrix Decompositions — LU
Medium
→
17
Matrix Decompositions — QR
Medium
→
18
Matrix Decompositions — SVD
Hard
→
19
Markov Chains & Steady States
Medium
→
20
Numerical Stability & Conditioning
Hard
→
