Content of present website is being moved to www.lukoe.com/finance . Registration of www.opentradingsystem.com will be discontinued on 2020-08-14.
Quantitative Analysis
Parallel Processing
Numerical Analysis
C++ Multithreading
Python for Excel
Python Utilities
Services
Author

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 "Black-Scholes 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 Gauss-Hermitt 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.



















Copyright 2007