Curriculum

Topics we teach — and have taught

These pages summarise how Exact Science structures olympiad-style mathematics and programming: the core ideas, worked theory, and problem sets we have used in classes over the years. Many topics now also have interactive practice on Problems.cc.

Browse interactive lessons

All subjects Mathematics Geometry Programming Other

Other topics

Additional topics from past and current programmes.

Returns

Volatility and Risk

Computing Maximum Drawdown

Deviations from Normality

Downside Measures: SemiDeviation, VaR and CVaR

The Efficient Frontier - Part I

Efficient Frontier - Part II - Running the Optimizer

Finding the Max Sharpe Ratio Portfolio

Lack of Robustness of the Markowitz procedure and the GMV portfolio

Limits of Diversification

Implementing Portfolio Insurance (CPPI) and Drawdown Constraints

Random Walk Generation

Interactive Plotting and Monte Carlo Simulations of CPPI

Present Value of Liabilities and Funding Ratio

Simulating Interest Rate Changes and Liability Hedging

GHP Construction with Duration matching

Monte Carlo Simulation of Prices of Coupon-Bearing Bond using CIR

Naive Risk Budgeting Strategies between PSP and GHP

Monte Carlo simulation of Dynamic Risk Budgeting between PSP and GHP

Interactive lesson

Doubling the Median

Learn how to apply the method of doubling the median in triangle geometry. Includes proofs and ratio problems involving triangle medians.