Attention! Due to limited space, your registration will be confirmed until 04/30.

Thank you for your interest in my course. The prerequisites for the course are multivariate calculus and linear algebra.
The pace of the course is very high. In order to make it more effective, and since we will be using throughout principal component analysis and representations in terms of ellipsoids, I strongly recommend that you become familiar with Section A.5 (pp 475-480) here: http://www.symmys.com/AttilioMeucci/Book/Downloads/AMeucciRiskAndAssetAllocationSample.pdf

Best regards,
Attilio Meucci

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