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Recent content by wayneuy

  1. C and C++

    Thanks DominiConnor. I posted the question http://www.cplusplus.com/forum/windows/31821/ but no one was willing to help. I'd really appreciate any assistance.
  2. C and C++

    Hi all, Is anyone here familiar with both the syntax of C and C++? I'm only familiar with the latter but I desperately need help regarding the former. I think my problem is simple, it's just that I don't know anything about C. Anyone keen to help me? I would appreciate it a lot. Thanks!
  3. Fourier integrals/oscillatory integrals in C++

    Hi guys, Does anyone have a c++ code to evaluate fourier integrals/oscillatory integrals? Thanks!
  4. Stochastic Calculus

    Thanks guys!!! Btw, can anyone recommend books on the mathematics of zero-coupon bond valuation? Thanks!
  5. Stochastic Calculus

    Hi everyone, Here I am again. Any suggestions for books on stochastic calculus? Is there any book which is more elementary than the one by Thomas Mikosch? Thanks!
  6. Recommended books to understand Brownian motion, ornstein-uhlenbeck process, arbitrage, and market

    Hi Yike, thanks a lot! I tried reading shreve vol 2 but honestly, some of the math is not within my reach yet. Judging from the math material I have learned so far, any suggestions on a book which will serve as something that will fill the gap? So let's say I want to understand Brownian...
  7. Recommended books to understand Brownian motion, ornstein-uhlenbeck process, arbitrage, and market

    As of now, I'm still taking calculus 3 which is about sequences and series and multi-variable calculus. We were tested on proofs for calculs 1 and 2 but it wasn't the central thing. I've done linear algebra 1 wherein we focused more on properties and I'm currently taking linear algebra 2 wherein...
  8. Recommended books to understand Brownian motion, ornstein-uhlenbeck process, arbitrage, and market

    thanks :) may i know what mathematical background you had before you started reading these books?
  9. Recommended books to understand Brownian motion, ornstein-uhlenbeck process, arbitrage, and market

    Hmm, but what if i don't anything about probability distributions yet? haha
  10. Recommended books to understand Brownian motion, ornstein-uhlenbeck process, arbitrage, and market

    Hi guys, I will be embarking on a mathematical finance research as part of the research program held by my university for undergrads. I'm a 2nd year math student who practically doesn't know anything about brownian motion, ornstein-uhlenbeck process, arbitrage, and market completeness. In fact...
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