Probability (Math 36A, Brandeis)
Course syllabus – math 36A syllabus
Outline course notes – math 36A notes
Multivariable Calculus (Math 20A, Brandeis)
Course Syllabus – math 20A syllabus
Outline course notes – math 20A notes
Simulation for Finance (MS455/555, DCU)
Lecture Notes – MS455 notes 2017
Computer Labs
- script_day_2
- Computer Lab 1 – lab_1_ex_1 – lab_1_ex_2 – lab_1_ex_3
- Computer Lab 2 – LCG – lab_2_ex_1 – histc_example – ChiTest – lab_2_ex_2 – lab_2_ex_3 – lab_3_ex_3
- Computer Lab 3 – cauchy_rand – lab_3_ex_1 – ARM – lab_3_ex_3
- Computer Lab 4 – lab_4_ex_extra
- Computer Lab 5 – lab_5_ex_1
- Computer Lab 6 – lab_6_ex_1_partial – lab_6_ex_1 – lab_6_ex_1_milstein– Extra exercises on Ito’s Lemma
- Computer Lab 7 – lab_7_ex_1 – lab_7_conf_interval_test – lab_7_ex_2
Continuous Assessment
- Assessment outline
- Assignment 1 – assignment_1_brief_MS555 – assignment_1_brief_MS455 – assignment_1_solution
- Assignment 2 – assignment_2_brief – project_template (save as a .tex file)
- Assignment 3 – assignment_3_brief
Final Exam
- Exam guide – exam_guide
- Sample exams – MS455_2017_2018_sample – MS555_2017_2018_sample
