Cheatsheets Developed for the Course

Stochastic Calculus Cheatsheet

[PDF] [SOURCE]

Math Review Cheatsheets

Differential Equations Cheatsheet

[PDF] [SOURCE]

Series Cheatsheet

[PDF] [SOURCE]

Complex Variables Cheatsheet

[PDF] [SOURCE]

Trigonometry Cheatsheet

[PDF] [SOURCE]

Math Notes

A note about the Chain Rule.

[PDF]

Tools & Toys

vba2vb.py

(For Windows) A tool that allows you to select an Excel XLS file, extracts all the VBA modules from it, converts the code into VB.NET suitable for ExcelDna conversion.

pdf-from-images

A tool I built to submit exams in PDF format. I scan/photograph my submission pages from paper, and then this program reduces and bundles a list of jpeg images into a single PDF file.

R Versions of Excel Code

Fat tails price distribution example in Module 1.1

[R CODE] | [GRAPH]

Volatility calculations from Module 2.4

[R CODE] | EWMA Volatility [GRAPH] | GARCH Volatility [GRAPH]

Notes about LaTeX

Random Notes on typesetting math with LaTeX

[PDF] [SOURCE]

Pragmatic Topics

There are a few topics which fascinate me for being difficult and having very little published works that address them directly. I'm going to build cheatsheets and notes on these topics; they are:

1. Debugging and profiling software. This is a black art which can only be learnt with a lot of practice.
2. Doing rigorous proofs. The reference is Polya's excellent book (and associated cheatsheet); there are a few recent publications on this.

1. Building analog circuits (e.g. design an amplifier). There are relatively few people who know how to do it, and the books only help to a certain extent, because the knowledge is vast and is often only applicable under specific conditions.
2. Making numerical approximations to analytical functions.