Frequently Asked Questions In Quantitative Finance

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Chapter 1: Quantitative Finance Timeline 17

Merton, RC 1992Continuous-time Finance. Blackwell


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Niederreiter, H 1992Random Number Generation and Quasi-
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Paskov, SH 1996 New methodologies for valuing derivatives.
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Paskov, SH & Traub, JF 1995 Faster valuation of financial
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Richardson, LF 1922Weather Prediction by Numerical Process.
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Rubinstein, M 1994 Implied binomial trees.Journal of Finance
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Samuelson, P 1955 Brownian motion in the stock market.
Unpublished


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Sloan, IH & Walsh, L 1990 A computer search of rank two
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Sobol’, IM 1967 On the distribution of points in cube and the
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Stachel, J (ed.) 1990The Collected Papers of Albert Einstein.
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Thorp, EO 1962Beat the Dealer. Vintage


Thorp, EO & Kassouf, S 1967Beat the Market. Random House

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