Calculus is the basic mathematical tool for modeling continuous change.
In quantitative finance, it underpins derivative pricing, risk management, and dynamic optimization — from computing sensitivities (Greeks) to modeling stochastic processes in continuous time.
For math basics series, calculus, probability, and linear algebra form the essential triad. They serve as the foundation for more advanced topics like stochastic calculus, optimization, and statistical inference. This site assumes familiarity with these fundamentals. Below are quick reviews of key concepts in calculus.
- Introduction to Calculus
- Differentiation and Rates of Change
- Partial Derivatives and Gradients
- Integration and Areas Under Curves
- Multivariable Integration and Change of Variables
- Series Expansion and Taylor Approximation
Calculus provides the language and tools to analyze how financial quantities evolve continuously, enabling precise modeling and effective decision-making in dynamic markets. Further topics like:
build upon these calculus fundamentals to tackle complex financial problems.