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Mathematics Syllabus

The document outlines a comprehensive mathematics syllabus covering topics in Calculus, Linear Algebra, Probability Theory, and Differential Equations. It includes detailed sections on single-variable and multivariable calculus, matrix operations, probability distributions, and both ordinary and partial differential equations. Additionally, it introduces advanced topics such as stochastic processes and stochastic calculus relevant to finance and modeling.

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10 views

Mathematics Syllabus

The document outlines a comprehensive mathematics syllabus covering topics in Calculus, Linear Algebra, Probability Theory, and Differential Equations. It includes detailed sections on single-variable and multivariable calculus, matrix operations, probability distributions, and both ordinary and partial differential equations. Additionally, it introduces advanced topics such as stochastic processes and stochastic calculus relevant to finance and modeling.

Uploaded by

sarvathshettyyy
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Mathematics Syllabus

1. Calculus
Calculus 1: Single-Variable Calculus

• Limits and Continuity


o Definition and properties of limits
o One-sided and infinite limits
o Continuity and the Intermediate Value Theorem
o Limits involving L'Hôpital's rule
• Differentiation
o Definition and rules of differentiation
o Higher-order derivatives
o Chain rule, product rule, quotient rule
o Implicit differentiation
• Applications of Derivatives
o Critical points and extrema (local and global)
o Mean Value Theorem
o Curve sketching: concavity and inflection points
o Optimization problems
o Related rates
• Integration (Introductory)
o Antiderivatives
o Definite and indefinite integrals
o Fundamental Theorem of Calculus (Parts 1 & 2)
o Basic integration techniques: substitution, by parts (introduction)

Calculus 2: Advanced Single-Variable Calculus

• Techniques of Integration
o Integration by parts
o Partial fraction decomposition
o Improper integrals
• Sequences and Series
o Convergence of sequences
o Infinite series: geometric, p-series
o Tests for convergence: comparison, ratio, root, alternating series
o Power series and radius of convergence
o Taylor and Maclaurin series
• Parametric Equations and Polar Coordinates
o Parametric curves: derivatives and integrals
o Arc length and surface area
o Polar coordinates: graphing and area calculations

Calculus 3: Multivariable Calculus

• Functions of Several Variables


o Domain, range, and graphing
o Partial derivatives and chain rule
o Gradient vector and directional derivatives
o Hessian matrices and second-order partial derivatives
o Tangent planes and normal lines
o Jacobian matrices and transformations
• Multiple Integrals
o Double integrals in Cartesian and polar coordinates
o Triple integrals in Cartesian, cylindrical, and spherical coordinates
o Volumes of three-dimensional objects
o Applications: volume, mass, and center of mass
• Vector Calculus
o Vector fields, divergence, and curl
o Line integrals: scalar and vector fields
o Surface integrals
o Green’s Theorem, Divergence Theorem, and Stokes’ Theorem

Calculus 4: Advanced Topics in Calculus

• Fourier Series (Introduction)


o Trigonometric Fourier series
o Applications in solving partial differential equations (PDEs) and financial data
analysis
• Laplace Transforms
o Definition and properties
o Solving ordinary differential equations (ODEs) with Laplace transforms
• Newton's Method Recursion (Used in numerical optimization and finance
applications)
• Differential Geometry (Introduction)
o Curvature and torsion
o Parametric surfaces

2. Linear Algebra
• Matrices and Determinants
o Matrix operations: addition, multiplication, transpose
o Determinants and trace of a matrix
o Inverse of a matrix
• Vector Spaces
o Definitions: subspaces, basis, and dimension
o Linear independence and span
o Rank-Nullity Theorem
• Eigenvalues and Eigenvectors
o Characteristic polynomial
o Diagonalization
o Applications: matrix powers, Markov chains
• Covariance and Correlation Matrices (Critical for finance and risk modeling)
• Orthogonality
o Inner product and orthonormal sets
o Orthogonal vectors and matrices
o Least-squares solutions
• Linear Transformations
o Kernel, range, and rank
o Transformation matrices
• Symmetric Positive Definite Matrices (Used in portfolio optimization and statistical
modeling)
• Existence of Linear System Solutions (Understanding solvability and numerical
stability of financial models)

3. Probability Theory and Stochastic Processes


• Fundamentals
o Axioms of probability
o Conditional probability and Bayes’ Theorem
o Independence
• Random Variables
o Discrete random variables: PMF, expectation, variance
o Continuous random variables: PDF, CDF
o Moments and moment-generating functions (MGF)
• Common Distributions
o Discrete: Bernoulli, Binomial, Geometric, Negative Binomial, Poisson
o Continuous: Uniform, Normal, Exponential, Gamma
• Multivariate Probability
o Joint distributions
o Marginal and conditional distributions
o Covariance and correlation
• Advanced Topics
o Law of Large Numbers (Weak and Strong)
o Central Limit Theorem
• Stochastic Processes
o Martingales and filtrations
o Random walks and Markov chains
o Poisson processes
o Introduction to measure-theoretic probability

4. Differential Equations and Stochastic Calculus


Ordinary Differential Equations (ODEs)

• First-Order ODEs
o Separable equations
o Exact equations
o Linear first-order equations
• Second-Order ODEs
o Homogeneous and non-homogeneous equations
o Method of undetermined coefficients
o Variation of parameters
• Systems of ODEs
o Matrix methods for linear systems
o Eigenvalue method for systems
• Applications of ODEs
o Population models
o Simple harmonic motion

Partial Differential Equations (PDEs)

• Classification of PDEs
o Linear, nonlinear, homogeneous, inhomogeneous equations
• Common PDEs
o Heat equation (used in Black-Scholes model)
o Wave equation (introduction, for completeness)
o Laplace equation (important in financial modeling)
• Methods of Solution
o Separation of variables
o Fourier series solutions (where applicable)
o Method of characteristics

Stochastic Calculus

• Brownian Motion (Wiener Process)


• Ito’s Lemma
• Stochastic Differential Equations (SDEs)
• Feynman-Kac Theorem (Introduction, useful for stochastic models in finance)

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