Lecture Notes
The notes cover several topics such as Measure Theory, Discrete Time Martingales, Discrete Time Option Pricing, Continuous Time, Martingales, Stochastic Integrals, Stochastic Calcu...
Lecture Notes
"These lecture notes treat various versions of the so-called “fundamental theorem
of asset pricing”. Many students are familiar with statements about models for
financia...
Lecture Notes
This is a long lecture note about Financial Stochastic. It covers several topics such as Martingale Representation, Finite Economies, Black-Scholes Models, American Options, Paymen...
Publication
Our attention is focused on designing an optimal procurement mechanism which a buyer can use for procuring multiple units of a homogeneous item based on bids submitted by autonomou...
Book
"This is an excellent reference book. The author has done a great job in at least three directions. First, he expertly, systematically and with ever-present authority guides t...
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My name is Pariham Eid. I received the BSc degree in Civil engineering from Ain Shams University, Cairo, Egypt, 2004. Recently, I become more interested in finance. Therefore, i de...
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Source Code
Armadillo is a streamlined C++ linear algebra library (matrix maths) aiming towards a good balance between speed and ease of use. It is based on recursive templates. Integer, float...
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Currently completing a BCS (Hons) at the University of Waikato Management School, Hamilton, New Zealand.