Goldman
Sachs
April 1996
Quantitative Strategies
Research Notes
Model Risk
Emanuel Derman
Goldman
Sachs
QUANTITATIVE STRATEGIES RESEARCH NOTES
Copyright 1996 Goldman, Sachs & Co. All rights reserved.
This material is for your private information, and we a

Four Major Asset Classes
Equity
FX
Commodities
Fixed Income
Others
Four Major Asset Classes
Christopher Ting
Christopher Ting
http:/www.mysmu.edu/faculty/christophert/
k: christopherting@smu.edu.sg
T: 6828 0364
: LKCSB 5036
August 26, 2016
Christopher Tin

Preamble
Overview of Quantitative Finance
Careers for Quants
Pre-U Math
Programming
Introduction
to
Quantitative Finance
Christopher Ting
Christopher Ting
http:/www.mysmu.edu/faculty/christophert/
k: christopherting@smu.edu.sg
T: 6828 0364
: LKCSB 5036
Au

QF101
Week 1 Additional Pre-U Math Apps
Term 1 2016/2017
Problem 1. Suppose the population of traders P (t) at time t consists of two sub-populations: informed
traders I(t) and noise traders N (t). In other words, P (t) = I(t) + N (t).
Suppose the noise t

Quantitative Research
A Michael Page City Publication
Authors: Matthew Jones
Tom Mardon
Andrew Cook
Quantitative Research
Index of Contents
1.
Overview Of Finance and Quantitative Research . 2
1.1 Introduction . 3
1.2 The Structure . 4
1.3 Location Front

QF101
1
List MF15
Term 1 2016/2017
Algebraic Series
Binomial Expansion
Define n factorial as
n! := n(n 1)(n 2) 1
(1)
and 0! := 1.
Define the binomial coefficients with 0 k n as
n
n!
:=
k
k!(n k)!
(2)
The binomail expansion for any two real numbers a and