Quantitative Analysis.
Trading Platform.
Python for Excel.
Author.

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I.Basic math.
II.Pricing and Hedging.
III.Explicit techniques.
IV.Data Analysis.
V.Implementation tools.
1.Finite differences.
2.Gauss-Hermite Integration.
3.Asymptotic expansions.
4.Generation of random samples.
A.Uniform [0,1] random variable.
B.Inverting cumulative distribution.
C.The accept/reject procedure.
D.Normal distribution. Box-Muller procedure.
E.Gibbs sampler.
5.Monte-Carlo.
6.Convex Analysis.
VI.Basic Math II.
VII.Implementation tools II.
Bibliography.
Forum Notation Index Contents

Generation of random samples.




A.Uniform [0,1] random variable.
B.Inverting cumulative distribution.
C.The accept/reject procedure.
D.Normal distribution. Box-Muller procedure.
E.Gibbs sampler.

Forum Notation Index Contents


















Copyright 2007.