Summaries for Quantitative Finance

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Finished Solution Manuals

1. Peter Lax. Linear Algebra and Its Applications, 2nd Edition. Wiley-Interscience, 2007. Version 1.0.4: PDF, LaTeX

2. Dmitry Panchenko. MIT Open Course 18.443: Statistics for Applications. MIT OCW, Fall 2003. Course Notes, Syllabus. WebsiteVersion 1.0.1: PDF, LaTeX.
3. Steven E. Shreve. Stochastic Calculus for Finance I: The Binomial Asset Pricing Model. Springer, 2004. Version 1.1: PDF, LaTeX.
4. Steven E. Shreve. Stochastic Calculus for Finance II: Continuous-Time Models. Springer, 2004. Version 1.0.8: PDF, LaTeX.

5. Gong Sheng and Gong Yuhong. Concise Complex Analysis, Revised Edition. World Scientific, 2007. Version 0.2: PDF, LaTeX.

    1) Abel-Dedekind-Dirichlet Theorem.

6. 吴崇试:《数学物理方法(第二版)》。北京大学出版社,2003。Version 0.1.3: PDF, LaTeX. 

    1) Notes on Riemann Surfaces: part 1, part 2.

    2) M. A. Qazi. The mean value theorem and analytic functions of a complex variable. J. Math. Anal. Appl., 324 (2006) 30-38.

    3) Solving recurrence relations. 

    4) Solving linear recurrence relations.

    5) W. G. Smiley Jr. and G. C. Evans. The first variation of a function. Bull. Amer. Math. Soc. Volume 36, Number 6 (1930), 427-433.


Solution Manuals in Progress

# Evgenii B. Dynkin and Aleksandr A. Yushkevich. Markov Process: Theorems and Problems. Plenum Press, 1969. Version 0.1: PDF.
# Lawrence Evans. Partial Differential Equations (GSM19). AMS, 1998. Version 0.1: PDF.
# James R. Munkres. Analysis on Manifolds. Westview Press, 1997. Version 0.1.1: PDF.
# Bernt Oksendal. Stochastic Differential Equations: An Introduction with Applications, 6th Edition. Springer, 2003. Version 0.1.3: PDF.
# Sheldon M. Ross. Simulation, 3rd Edition. Academic Press, 2002. Version 0.1: PDF.
# Michael Spivak. Calculus on Manifolds. Addison-Wesley Publishing Company, 1965. Version 1.0: PDF.
# Lloyd N. Trefethen and David Bau, III. Numerical Linear Algebra. SIAM, 1997. Version 0.1.1: PDF.

# Dimitris Bertsimas. MIT Open Course 15.093J / 6.255J: Optimization Methods. MIT OCW, Fall 2009. Website.

# Anna Mikusheva. MIT Open Course 14.384: Time Series Analysis. Fall 2013. Website.


Last updated: 2017-11-05