Quantitative Analysis
Numerical Analysis
C++ Multithreading
Python for Excel
Python Utilities
Author
Printable PDF file
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.
5.
Monte-Carlo.
6.
Convex Analysis.
VI.
Basic Math II.
VII.
Implementation tools II.
VIII.
Bibliography
Notation.
Index.
Contents.
Implementation tools.
1.
Finite differences.
2.
Gauss-Hermite Integration.
3.
Asymptotic expansions.
4.
Generation of random samples.
5.
Monte-Carlo.
6.
Convex Analysis.
Notation.
Index.
Contents.
Copyright 2007