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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.
VI. Basic Math II.
1. Real Variable.
2. Laws of large numbers.
3. 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.
A. Space of distributions. Weak derivative.
B. Fundamental solution.
C. Fundamental solution for the heat equation.
11. Functional Analysis.
12. Fourier analysis.
13. Sobolev spaces.
14. Elliptic PDE.
15. Parabolic PDE.
VII. Implementation tools II.
VIII. Bibliography
Notation. Index. Contents.

Weak derivative. Fundamental solution. Calculus of distributions.


his is a description of a technique for handling PDEs with discontinuities. A collateral effect of this theory is a recipe for constructing a solution of a non-homogenous problem from a family of solutions of homogenous problem. The references are [Edwards] and [Vladimirov] .




A. Space of distributions. Weak derivative.
B. Fundamental solution.
C. Fundamental solution for the heat equation.

Notation. Index. Contents.


















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