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.
1.
Time Series.
A.
Time series forecasting.
B.
Updating a linear forecast.
C.
Kalman filter I.
D.
Kalman filter II.
E.
Simultaneous equations.
a.
Simple linear reduction.
b.
Simultaneous equations bias.
c.
Two stage least squares procedure for simultaneous equations.
d.
General note of applicability.
2.
Classical statistics.
3.
Bayesian statistics.
V.
Implementation tools.
VI.
Basic Math II.
VII.
Implementation tools II.
VIII.
Bibliography
Notation.
Index.
Contents.
Simultaneous equations.
a.
Simple linear reduction.
b.
Simultaneous equations bias.
c.
Two stage least squares procedure for simultaneous equations.
d.
General note of applicability.
Notation.
Index.
Contents.
Copyright 2007