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by taden
August 13th, 2012, 7:25 pm
Forum: Book And Research Paper Forum
Topic: intro to measure theory
Replies: 17
Views: 16774

intro to measure theory

Thank you quantmeh. Just got Karr's from the library. It is definitely quite gentle when it gets to presenting measure theory.
by taden
July 15th, 2012, 7:28 pm
Forum: Book And Research Paper Forum
Topic: intro to measure theory
Replies: 17
Views: 16774

intro to measure theory

Thanks canis. I think I will take the shortcut and jump straight to Capinski & Kopp keeping in mind that I may need some background material.
by taden
June 25th, 2012, 10:13 pm
Forum: Book And Research Paper Forum
Topic: intro to measure theory
Replies: 17
Views: 16774

intro to measure theory

<t>Hi,Which of these three books would you recommend as an introduction to measure theory:o First Look at Rigorous Probability Theory. Jeffrey S. Rosenthalo The Elements of Integration and Lebesgue Measure. Robert G. Bartleo Measure, Integral and Probability. Marek Capinski, Peter E. KoppBackground:...
by taden
December 21st, 2011, 7:57 pm
Forum: The Quantitative Finance Code Library Project
Topic: The ultimate Monte Carlo framework
Replies: 266
Views: 41272

The ultimate Monte Carlo framework

<t>Cuch, thank you for the code!I have a couple of questions about qfcl and the MC code.1) Is qfcl going to be tested against multiple compilers? It would be interesting to include gcc and msvc in the tests. (I have attempted to compile the MC code with gcc and I am struggling a bit particularly wit...
by taden
November 14th, 2010, 11:23 pm
Forum: Student Forum
Topic: Rubinstein: pay now, choose later
Replies: 0
Views: 23197

Rubinstein: pay now, choose later

Hi,I was hoping to find the paper above in Rubinstein's page www.in-the-money.com. However, it seems that he no longer owns that domain.Does anybody know where I could find it?Thanks
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