How to prepare for the workshop?
Before the bootcamp, it is strongly recommended that you review the linear algebra and analysis material from the appendices of the course textbook Risk and Asset Allocation, by Attilio Meucci. You will receive a free copy of the book as part of your package, but those appendices can be found here (pp 88-122) Also, please follow through these examples, complete with solutions, and make sure you feel comfortable with those tools. No prior MATLAB knowledge is required for attending ARPM’09. Reading the A Primer for the Mathematics of Financial Engineering book, by Dan Stefanica, is a very efficient way of refreshing advanced calculus material with application to finance.
