A Linear Algebra Primer for Financial Engineering: Covariance Matrices, Eigenvectors, OLS, and more (Financial Engineering Advanced Background Series)
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A Linear Algebra Primer for Financial Engineering: Covariance Matrices, Eigenvectors, OLS, and more (Financial Engineering Advanced Background Series)

by Dan Stefanica

Business Finance Mathematics
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A concise guide to linear algebra concepts such as covariance matrices, eigenvectors, and OLS for financial engineering applications.

ISBN-13 9780979757655 ASIN 0979757657 Views 164 Publisher FE Press, LLC Year 2014 Format Paperback Product Group Book Pages 340 Adult No Created February 16, 2026 Updated September 28, 2026
About This Book

This book introduces key linear algebra topics relevant to financial engineering.

Topics include covariance matrices, eigenvectors, and ordinary least squares.

The text is part of the Financial Engineering Advanced Background Series.

It is designed to support readers building quantitative skills for finance applications.

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I will be using this book for:
3 total votes