Quantitative Analysis
Parallel Processing
Numerical Analysis
C++ Multithreading
Python for Excel
Python Utilities
Services
Author
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I.
Basic math.
II.
Pricing and Hedging.
III.
Explicit techniques.
IV.
Data Analysis.
V.
Implementation tools.
VI.
Basic Math II.
1.
Real Variable.
2.
Laws of large numbers.
3.
Characteristic function.
A.
Basic properties of characteristic function.
B.
Convergence theorems for characteristic function.
4.
Central limit theorem (CLT) II.
5.
Random walk.
6.
Conditional probability II.
7.
Martingales and stopping times.
8.
Markov process.
9.
Levy process.
10.
Weak derivative. Fundamental solution. Calculus of distributions.
11.
Functional Analysis.
12.
Fourier analysis.
13.
Sobolev spaces.
14.
Elliptic PDE.
15.
Parabolic PDE.
VII.
Implementation tools II.
VIII.
Bibliography
Notation.
Index.
Contents.
Characteristic function.
or a r.v.
with a d.f.
the characteristic function
is defined as
The convolution
of two d.f. functions
and
is defined as
A.
Basic properties of characteristic function.
B.
Convergence theorems for characteristic function.
Notation.
Index.
Contents.
Copyright 2007