I hate being ignorant! Well, that’s an overstatement. I am willing to accept my ignorance in fields where I have a track record of seemingly forgetting things faster than I learn them. Don’t ask me about Greek mythology, astronomy, or human anatomy. No matter how hard I try, no matter how much I reprimand myself for my woeful ignorance, I still don’t know where my liver is. And this despite the fact that I have a six-page laminated anatomy chart, compliments of my doctor niece. (Well, yeah, I can find it on the chart, but once I put the chart away my mind goes blank.)
Yet here I am writing a blog that draws on a wide swath of financial literature, increasingly including books that say “a knowledge of linear algebra is desirable.” And where did I stop my math education? With calculus. So I decided that learning linear algebra should be my next “hobby.” This was a great decision. I started watching Gilbert Strang’s MIT lecture series on YouTube and have been enthralled. Not only does linear algebra strike a chord with me intellectually, but I can instinctively see so many ways quants can use it.
Here’s a Cutty Sark toast to my liver, wherever it is!
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I learned linear algebra some years ago, of course it was part of my career, quite interesting but boring without calculator!
ReplyDeleteEven I came to realize that, so I downloaded the Matrix functions for Excel. They should take some of the tedium out of doing calculations.
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