Math.

[rateesquad]

Hey,

I was just wondering what kind of math is used the most in the quantative finance?
Is it linear algebra, calculus, STATISTICS?
Or is finite math? Matrices, etc.

Just curious, thanks in advance.

 

[Yuriy]

All of the above thats the beauty of quantitative finance.

You need to know Calculus, there is a lot of differentiation and integration.
You need to know Statistics and Probability, there is a lot of data collection and manipulation and you see randomness everywhere.
You need to know Linear Algebra, there a many methods in quantitative finance that require the use of matrices, you also need to know about eigenvalues and other interesting things from Linear Algebra.
You also need to know Differential Equations, Linear/Nonlinear Programming, Numerical Analysis, and others.