本课程将学习线性空间、线性变换、欧氏空间与酉空间、矩阵分析、张量积等内容，使学生初步掌握线性代数的基本理论、基本方法和基本技巧，培养学生科学思维和分析问题以及解决问题的能力。 阅读更多有关 线性代数(A2) Linear Algebra (A2) - TA

A high-level recitation is given here (in English).

广受追捧的谢彦桐习题课讲义也不妨参考一二. 阅读更多有关 高等数学 (B) Calculus - TA

The course deals with a variety of statistical models and methods that generalize classical linear regression to include many others that have been found useful in statistical analysis and applications. We will first review key concepts in linear regression analysis, and expand the scope in depth to generalized linear models, then head for several important directions: nonparametric regression and generalized additive models, linear and generalized linear mixed models, generalized estimating equations for correlated data, dimension reduction and so on (if time permits). 阅读更多有关 现代统计模型 Statistical Modeling and Methods - TA

The course aims at introducing quantitative models in finance from economics, mathematics, and physics viewpoints. Financial problems covered in the course include portfolio management, volatility estimation and modeling, optimal order execution under price impact, and interest rate related products and their modeling. In order to prepare the student into the core, part of the course offers a crash course on stochastic control theory in discrete time and the theory of statistical learning. 阅读更多有关 量化金融专题 Topics in Quantitative Finance - TA