Notes and miscellaneous odds and ends ....
Schedule of readings by week (
readgid.pdf
)
Course notes on various topics
Ito's lemma and arbitrage valuation for diffusions (
notes1.pdf
)
Finite difference methods for solving pde's (
notes2.pdf
)
Introductory class overheads (
IntroOverheads.pdf
)
Computing notes (
ComputingNotes.pdf
)
Class notes (
ClassNotes.pdf
,
ClassNotesArchive.pdf
)
Simulating credit rating transitions (
gen_864.pdf
)