
he PDF version of the "Notes on Quantitative Analysis in Finance"
is being sold for $11. Follow one of the links "notes*.pdf" below.
If you are a first time customer then you need the most recent version.
Previous versions are kept to allow repeated downloads of purchased files.
These files are released for personal use only.
The files are sold "as is". There are no additional provisions of any kind.





notesCF.pdf


Version of December 2013, 3.3MB, 1001 pages


Small corrections.




notesCE.pdf


Version of October 2013, 3.3MB, 997 pages


Small corrections.




notesCD.pdf


Version of September 2013, 3.3MB, 997 pages


Small corrections.




notesCC.pdf


Version of August 2013, 3.3MB, 996 pages


Chapter "Asymptotic expansion for Black equation" was added.




notesCA.pdf


Version of June 2013, 3.3MB, 988 pages


Small corrections.




notesBZ.pdf


Version of April 2013, 3.26MB, 988 pages


Small corrections.




notesBV.pdf


Version of October 2012, 3.26MB, 988 pages


Small corrections.




notesBU.pdf


Version of July 2012, 3.25MB, 988 pages


Corrections in chapters from "BlackScholes formula" to "Displaced Heston equations".




notesBT.pdf


Version of June 2012, 3.25MB, 988 pages


Multiple corrections in chapters from "Currency Exchange" to "Incomplete Markets". Corrections in chapter "Adapting dual wavelets to interval [0,1]".




notesBQ.pdf


Version of May 2012, 3.23MB, 985 pages


Multiple corrections in first chapters until "Currency Exchange".




notesBP.pdf


Version of April 2012, 3.14MB, 980 pages


Changes and additions in "Wavelet Analysis" section. The section "Lattice Approach..." was removed.




notesBO.pdf


Version of March 2012, 3.20MB, 993 pages.


Changes in "Parabolic PDE", "Wavelet Analysis" and "Sparse Tensor product" sections.




notesBM.pdf


Version of February 2012, 3.20MB, 992 pages.


Changes and additions in "Wavelet Analysis" section.




notesBK.pdf


Version of January 2012, 3.19MB, 988 pages.


Section "Asymptotic expansions" was rewritten.




notesBJ.pdf


Version of December 2011, 3.17MB, 981 pages.


Sections "Sparse tensor product" and "Construction of approximation spaces" were rewritten. Chapter "Time discretization" added.




notesBI.pdf


Version of November 2011, 3.04MB, 940 pages.


Multiple corrections in the chapter "Wavelet Analysis". Chapter "Calculational Linear Algebra" added.




notesBF.pdf


Version of October 2011, 2.94MB, 901 pages.


The chapter on GaussHermitt integration now has a part of orthogonal polynomials theory leading to the Gauss
Hermitt formula. Chapters "Fourier Analysis", "Wavelet analysis", "Tutorial introduction into finite element method",
"Construction of approximation spaces" and "Sparse tensor product" were added.




notesBD.pdf


Version of June 2011, 2.43MB, 734 pages.


The chapters "Markov process" and "Levy process" were added.




notesBC.pdf


Version of Late May 2011, 2.35MB, 705 pages.


The chapter "Application of variational inequalities in stochastic control" was added. The chapter "Bellman equation" was replaced with
"Optimal control, Bellman equation, Dynamic programming" and now includes a generic discussion of Optimal stopping time problem that leads to
Free boundary problem and, consequently, to Variational inequalities.




notesBB.pdf


Version of May 2011, 2.26MB, 670 pages.


The chapter "Finite elements" was added.




notesBA.pdf


Version of April 2011, 2.11MB, 615 pages.


The part "Basic Math II" was added.




notesAX.pdf


Version of February 2011, 1.74MB, 484 pages.


The chapter "Convex Analysis" has been rewritten.




notesAV.pdf


Version of October 2010, 1.41MB, 420 pages.


Small corrections.




notesAT.pdf


Version of September 2010, 1.41MB, 420 pages.


Small corrections.




notesAS.pdf


Version of January 2010, 1.41MB, 423 pages.


Missing literature references were added.


