- Required text
- An Introduction to Quantitative Finace, by Stephen Blyth
- Recommended supplement
- Investment Science, by David Luenberger
- General handouts
- Handouts on R programming
-
- Getting started with R
- Editors, scripts, arrays, loops
- Programming logic, style, practice
- Plotting
- plotting.R plot script
- Random simulation
- PlotPaths.R code to make Figures 6, 7, and 8.
- binPath.R the R function that creates a binomial tree path
- Principal components and the singular value decomposition
- Sample questions
- Readings on R programming