This is a summary of links featured on Quantocracy on Tuesday, 08/25/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
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Sigma Algebras and Probability Spaces [Quant Start]Our recent 2020 Content Survey highlighted the desire from many of you to study the more advanced mathematics necessary for carrying out applications in quantitative finance. Two of the highlighted areas were Linear Algebra for Deep Learning along with Stochastic Calculus. The latter is the underlying theoretical framework utilised for pricing derivatives contracts. Learning Stochastic Calculus