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Lecture Notes
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17 years 26 days ago
The Fundamental Theorem of Asset Pricing
"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...
Harry van Zanten

Lecture Notes
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17 years 26 days ago
Financial Stochastics
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...
Harry van Zanten
188
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Publication
270views
17 years 26 days ago
Optimal Auctions for Multi-Unit Procurement with Volume Discount Bids
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...
N. Hemachandra, Raghav Kumar Gautam, V. Hastagiri ...
198
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Book
3864views
17 years 26 days ago
Constrained Optimization and Lagrange Multiplier Methods
"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...
Dimitri P. Bertsekas

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PerryStudent
University of St. Thomas
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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Ramazan Gokberk CinbisStudent
Boston University
Ramazan Gokberk Cinbis

Source Code
2846views
17 years 26 days ago
Armadillo C++ matrix library
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...
Conrad Sanderson

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conrad_sResearch Scientist, PhD
NICTA

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clare bakerStudent
University of Waikato
Currently completing a BCS (Hons) at the University of Waikato Management School, Hamilton, New Zealand.

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lingPostdoctoral