Quantitative Analysis
Parallel Processing
Numerical Analysis
C++ Multithreading
Python for Excel
Python Utilities
Services
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.
Monte-Carlo.
5.
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.
Monte-Carlo.
5.
Convex Analysis.
Notation.
Index.
Contents.
Copyright 2007