ODE and prob. review

[Zeuge]

I'll be starting a class on mathematical methods in finance that deal mainly with PDE, random walks, brownian motion and the like. The problem is, I'm a bit rusty on ODE and probability, having not taken a PDE or math prob. class in over a year (in the meantime I focused on less applied classes like real analysis).

I'm fairly confident that I can figure most of it out as I go along, but I'd like to cram in some ODE and probability review before just to be extra sure. Can you recommend some online resources (won't have time for books) that will get me up to speed? Thanks!

 

[DMD]

The entire course is on youtube. Here are the lecture notes and homework if you want to learn and practice a specific concept.

http://ocw.mit.edu/courses/mathematics/18-03sc-differential-equations-fall-2011/index.htm


As for probability, you may not want a textbook, but I would still recommend picking up Intro to Probability Models by Ross. It's a great book and you don't need to read it cover to cover, but it will certainly help with particular concepts that you aren't familiar with.

Hope this helps.