課程資訊

Mathematics for Management

107-1

Fin2009

703 30500

3.0

Ceiba 課程網頁
http://ceiba.ntu.edu.tw/1071Fin2009_

#1 Multiplication of Matrices, Inverse and Gauss-Jordan Elimination.
#2 LU Decomposition, Cholesky Decomposition and Permutation Matrix.
#3 Vector Space.
#4 Linear Independence, Bases and Dimensions.
#5 Types of Solution in Linear System and Complete Solutions.
#6 Inner Product Space and Norm.
#7 Four Fundamental Subspaces.
#8 Determinants.
#9 Projection Matrix and Least Square Method.
#10 Orthogonal Matrix and Gram-Schmidt Process.
#11 Linear Transformation.
#12 Eigenvalue and Eigenvector.
#13 Diagonalization.
#14 Real Symmetric Matrices and Spectral Theorem.
#15 Positive Definite Matrix and Quadratic Form.
#16 Variance-Covariance Matrix.
#17 Principal Axis Theorem and Principal Component Analysis.
#18 Techniques of Matrix Algebra for Chi-Square and T Distributions.

This course is to offer the fundamental tools especially used in finance. In this course, the main subject is linear algebra and the materials are based on the required lecture notes. The grade is totally determined by the regular examinations and quizzes.

There will be twelve quizzes at class, one mid-term and one final exam.
Among these you can pick ten of your highest scores as your grades，but all these tests cannot be make-up!

Office Hours

1. Gilbert Strang: Introduction to linear algebra. (4th edition)
2. MIT Open Course: Linear algebra. (2011 Fall)
3. 張森林 &石百達, 財金數量方法, 初版. 2010, 雙葉書局。

Lecture Notes.

(僅供參考)

 No. 項目 百分比 說明 1. Quiz 40% 2. Mid-term Exam 35% 3. Final Exam 35%

 課程進度
 週次 日期 單元主題