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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.
1. Finite differences.
A. Finite difference basics.
B. One dimensional heat equation.
C. Two dimensional heat equation.
a. Peaceman-Rachford (alternating directions) scheme.
b. Stability of Peaceman-Rachford.
D. General techniques for reduction of dimensionality.
E. Time dependent case.
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.

Two dimensional heat equation.





a. Peaceman-Rachford (alternating directions) scheme.
b. Stability of Peaceman-Rachford.

Notation. Index. Contents.


















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