Introduction:
Solutions to some problems and exercises as well as other statistical
things I'm interested in.
Applied Stochastics:
- Quiz 1. Poissen processes, Borel-Cantelli.
- Quiz 2. Markov chains.
- Quiz 3. Gaussian processes, martingales.
- Some stochastic simulations in Java.
Financial Calculus:
- A quick introduction to Ito calculus via an extension of
differential forms.
- Solutions to problems from Financial Calculus.
Advanced Design of Experiments:
Chris Long