I'd like to get up to speed on the basic financial maths for the CQF. The pretty simple stuff, eg.Differential Equations- ODEs, PDEs (1st, 2nd order etc.)Stochastic Calculus- Ito's Lemma, MartingalesProbabilityLinear AlgebraAnyone out there that can help? If so, please let me know your rates and where we can meet. I live in Greenwich but can make city visits if required, and I can fit in any hours.My address is my username at aol.comMany thanks in advance

What about reading a bunch of books?Anyway, if someone here is going to be suggestingtutors/courses, please feel free to post them on thisthread for all of us to see. Would be nice to havesuch things behind the back of one's ears, justin case one would need a tutor some day.

Differential equations (at least the ODEs), probability and linear algebra is all fairly standard undergraduate stuff and here are a host of books out there. You might not even need books, just google for some online lecture notes on these topics.PDEs and Stochastic Calculus is slightly harder, though the only real PDE that you need is a Heat Equation so there is probably no point taking a whole course in it - you will hardly need a Helmholz equation in finance. For Stochastic Calculus, I would go straight for the Stochastic calculus for finance books, there is little point reading something general like Okzendal, I would rather go for something like Shreve. To be honest even Hull might be sufficient for an introduction.

Quotethough the only real PDE that you need is a Heat Equation so there is probably no point taking a whole course in it - you will hardly need a Helmholz equation in financeThe second remark I agree with, but not the first.

Many thanks for the replies and advice - useful and noted.In the meantime I'll keep the tutor offer open - sometimes a virgin just wont understand it by reading a book.

I would consider tutoring somebody, but I am no expert yet in all the different fields. But since I am not in the City, it would be no use. Good luck finding somebody

To be perfectly honest, if you can afford someone's tutelage on this forum, you could probably purchase the usage of a professor from Columbia, NYU, or Yale. If you're in Greenwich, you're probably a hedgie, and can make the trip to New Haven without much difficulty. To be honest, any graduate student in finance or financial economics at any of the schools listed could probably tutor you in the subjects listed. If you posted a favourable rate on the message board in the Yale Econ/Math Depts, I'm sure one of my friends would be willing to break from studying for their qualifiers to earn some scratch on the side.If you wanted, however, to learn these things on your own, these are the books we use: Karatzas and Schreve (Stochastic Calculus for Finance I&II); Baxter and Rennie (Financial Calculus); Bjork (Arbitrage Theory in Continuous Time); Campbell, Lo & MacKinley (The Econometrics of Financial Markets); and Krauss (Partial Differential Equations: An Introduction).I can't remember what I used for Linear Algebra, but in learning these concepts, linear algebra was far more important in discrete time asset pricing (dealing with state-price vectors and various versions of the CAPM) and in econometrics. If you really need a good walkthrough of the pertinent linear algebra concepts, look at Greene's Econometric Analysis. That book is The Bible for empiricists.Hope this helps.