------------------------------- Computational Finance -------------------------------

• PartageM2MO : DEA Laure Elie & DEA El Karoui Courses share

• Harel Partage Quant Finance Dropbox 

• How Do Efficient PDE Solvers for Barrier Options Look Like ****

• Trading SOFTWARE Exchange Files - 4000 GB 

• How Can I Price an Option with a PDE Method in Matlab ***

• Méthodes de Monte-Carlo (Cours et exercices),Sylvain Rubenthaler ,Sophia Antipolis Univ ***

• Processus stochastiques et modélisation (Cours et exercices corrigés), Sylvain Rubenthaler 

• Financial Modelling: Theory, Implementation and Practice with MATLAB Source

• Official QuantLib Documentation

• Online C++ Compiler

• C++ Shell Online Compiler 

• Analyse quantitative , ephi-Quant

• Tutoriel - C# - en Francais

• Financial Numerical Recipes in C++, Bernt Arne Ødegaard ***

• C++ programs for Finance,Bernt Arne Ødegaard 

• MOOC EPFL Introduction à la programmation C++ 

• C++ for Financial Mathematics, Dr. John Armstrong , King's College London

• Introduction to Bloomberg Terminals, Dr. John Armstrong , King's College London

• Numerical and Computational Methods for Mathematical Finance, Dr. John Armstrong , King's College London. 

• Méthodes numériques en controle stochastique, Jean-Philippe Chancelier et Agnè Sulem, INRIA

• Numerics of Backward SDEs , Emmanuel Gobet 

• Résolution des EDP par la méthodes des éléments finis, Frédéric Hecht , UPMC 

• Introduction au calcul stochastique , Damien Lamberton & Bernard Lapeyre

• C++ language 

• Monte Carlo simulation, Christian Bayer  

• Methodes de Monte-Carlo Cours et exercices , Sylvain Rubenthaler 

• Théorèmes limite en probabilités et statistique Applications, Gaëlle Chagny**

• TD-TP de préparation à l'épreuve de modélisation Probas-Stat, Gaëlle Chagny

• INTRODUCTION À L’ALGORITHMIQUE, Cours et exercices 

• Using the NAG Toolbox for MATLAB in Mathematical finance 

• COURS et TP DE LANGAGE C++ 

• C++ in Financial Mathematics, King College , Roxana Dumitrescu 

---------------------------------- Monte Carlo -----------------------------------------

• Méthodes de Monte Carlo en Finance , Bruno Bouchard

• Méthodes de Monte-Carlo, Benjamin JOURDAIN, Université Paris-Est 

• Quasi-Monte Carlo Simulations for Longstaff Schwartz Pricing of American Options - Code Mat ***

• Méthode de monte-carlo pour le pricing d'option Le modèle de Bck- Scholes LAPEYRE Bernard

• Exemples d'utilisation de l'algorithme de Robbins et Monro LAPEYRE Bernard

• Suites à discrépance faible, LAPEYRE Bernard

• Méthodes de Monte Carlo et Algorithmes Stochastiques, BERNARD LAPEYRE

• TD, Méthodes de Monte Carlo et processus

• Binomial Pricing Trees in R ,code ***

• Methodes de reduction de variance pour Monte Carlo 

• Monte Carlo Simulations with Python (Part 1) by  Patrick Hanbury***

• Monte Carlo integration with Python for physics

---------------------------------- Calibration ----------------------------------------

• TIKHONOV REGULARIZATION,  Stéphane Crépey 

• 
  

---------------------------- Deep hedging & Pricing  ---------------------------------

• Deep learning approach to hedging , University of Oxford , 2018

• Deep Hedging: from Theory to Practice, Hans Buehler 2019

• 
  

------------------------------ Numerical Optimization ------------------------------

• Quadratic Programming, Active Set Method, Che-Rung Lee 

• Quadratic Programming with Python and CVXOPT 

• Iterative Methods for Optimization: Matlab Codes 

• Sequential Quadratic Programming SQP by Dieter Kraft  

• Optimization Algo Python

--------------------------------------  PDE ------------------------------------------------

• Numerical analysis of partial differential equations arising in finance, J. Frederic Bonnans 

• Finite Difference Numerical Methods fo PDE in Finance with Matlab, by Aitor Bergara 

• Finite Difference Computing with PDEs - A Modern Software Approach with python 

• Partial differential equations in finance, Y. Achdou , O. Bokanowski & T. Lelievre

• PDEs in Finance, Video

• Partial Differential Equations: Analytical and Numerical  with Matlab

• SOLVING PDES USING PROBABILITY: THE FEYNMAN - KAC METHOD, RAYMOND BRUMMELHUIS 

• PARTIAL DIFFERENTIAL EQUATIONS  by SERGIU KLAINERMAN 

• Second Order Linear Nonhomogeneous Differential Equations

------------------------------- Stochastic Calculus ---------------------------------

• Introduction au calcul stochastique, Damien Lamberton & Bernard Lapeyre

• An Introduction to Stochastic Calculus with Applications to Finance,Ovidiu Calin, Michigan Univ** 

• MARTINGALES EN TEMPS DISCRET ET CHAINES DE MARKOV, Nizar TOUZI 

• Calcul stochastique en Finance, Nizar Touzi & Peter Tankov

• Jan Kallsen, Stochastic Filtering Theory , Christian-Albrechts-Universität zu Kiel **

• A TUTORIAL INTRODUCTION TO STOCHASTICANALYSIS AND ITS APPLICATIONS,  KARATZAS

• Lévy processes, Monique Jeanblanc

• Calcul stochastique cours, Monique Jeanblanc

• Calcul stochastique exercices, Monique Jeanblanc

• Stochastic Calculus: An Introduction with Applications, Gregory F. Lawler, University Of Chicago

• An Introduction to Stochastic Calculus with Applications to Finance, Ovidiu Calin,Eastern Michigan University 

• Stochastic Calculus - Advanced , Alan Bain

• Calcul Stochastiquedes martingales continues, Philippe Bougerol, UPMC

• Calcul Stochastique pour la finance, Romuald ELIE, Paris Dauphine

• Exercices Brownian Motion and Stochastic Calculus  , Wendelin Werner , ETH Zurich 

• Brownian motion and Itô-integral 

• Lecture Notes Continuous-Time Finance, Rudiger Frey 

---------------------------------- Probability ------------------------------------------

• M2 - PROBABILITÉS  - Laurent Mazaliak , UPMC

• STAT 414Introduction to Probability Theory  ,The Pennsylvania State University 

• Introduction to Probability Theory , Penn University 

• Martingale and Probability with applications in finance, Tusheng Zhang, University of Manchester

• The Only Probability Cheatsheet You'll Ever Need

• Book, Probability Theory and Stochastic Processes with Applications 

• Measure theory and probability, Alexander Grigoryan, University of Bielefeld  

• Intégration et probabilités, Philippe Bougerol, UPMC

• Measure theory, Don Estep, colorado state university, USA

• Introduction Basic Measure Theory , Károly Simon , Budapest University **

• Measure Theory, Probability, and Martingales, Xin Ma* 

• Lectures onMeasure Theory and Probability, H.R. Pitt 

• Rappels de probabilités (resume), Thibaut Mastrolia, ENS Paris-Saclay 

• Proba et Stat ( Cours et exercices corrigés ) Josselin Garnier et Sylvie Meleard 

• Video, Measure theory by Monk 

• Probability For Finance, Patrick Roger

• A Mathematical Introduction to Markov Chains, Martin V. Day 

• Proba Laws ( Undergrad ) 

• Lois de Probabilité 

• Lois Proba et exemples ( Undergrad) **

• Lois de probas et variables aléatoires continues, loi normale 

• A Collection of Dice Problems with solutions and useful appendices, Matthew M. Conroy*** 

-------------------- Structuring, Option Pricing and hedging ------------------

• BBVA - Structured Notes 2018 

• Couverture des risques dans les marchés financiers, Nicole El Karoui *** (Good Book )   

• Jan Kallsen, Mathematical Finance An introduction in discrete time ***

• Computational Finance, Jan Kallsen **

• The Laplace Transform in option pricing , with MATLAB code ****

• Commodity Derivatives: Modeling and Pricing Zaizhi Wang 

• A Survey of Preference-Free Option Valuation with Stochastic Volatility Peter Carr*** 

• Black-Scholes Option Pricing: PDEs, Probability, and Matlab, Martin V. Day ** 

• Calibration de Modeles et Couverture de Produits Derives, Peter Tankov *** 

• Calcul Stochastique et Finance , Michel Miniconi , Univ Nice -Sophia ** 

• Epreuves Finance stochastique  , Michel Miniconi**

• Options exotiques Nicole El Karoui, Monique Jeanblanc

• Les produits dérivés , Peter Tankov

• Financial Modeling with Lévy Processes, Peter Tankov 

• NO-ARBITRAGE THEORY FOR DERIVATIVES PRICING, Nizar, Peter 

• Introduction to Derivative Securities

• Introduction au calcul stochastique appliqué à la finance, Damien Lamberton & Bernard Lapeyre

• Option Pricing in the Multi-Period Binomial Model  

• Financial derivatives , BEATA STEHLIKOVA 

• Theory of Contingent ClaimsErik Taflin, EISTI

• Mathematical finance , ETH, Martin Schweizer 

• Selected Problems in Financial Mathematics , Erik Ekstrom

• Cours de Méthodes Déterministes en Finance (ENPC), Benoît Humez, SG

• On some aspects of Skorokhod Embedding Problem, Jan Obloj, Oxf

• Fractional Lévy Process and Option Pricing ,2017 ,Aaron Y.S. Kim, Stoyan V. Stoyanov*** 

• Option Pricing with Levy Processes (Merton, Kou), Rui Monteiro Dissertation with code *** 

• Markovian Projection of Stochastic Processes, Amel Bentata 

• Calibration of a Libor Market Model with Stochastic Volatility, Hendrik Hülsbusch 

• Pricing of European options under the Black–Scholes model, Kristin Kirchner 

Option Pricing using Fourier Transform

• Option Pricing Formulae using Fourier Transform: Theory and Application***

• Mémoire sur les stratégies optionnelles 

• Bounds on Option Prices : questions /reponse

• Demystifying Exotic Derivatives: What You Need to Know :FORWARD ACCUMULATOR , AUTOCALLABLE, KIKO, TARN (TARGET ACCRUAL REDEMPTION NOTE) ***

• Pricing TARN Using a Finite Difference Method 

• Delta Quant 

• The Financial Engineer

• The derivative Academy 

•  The Barcelona Probability Seminar

• --------------------------------- Structured Products -----------------------------

• Structured Products , Leonteq, Suisse

• HOW DO STRUCTURED PRODUCTS INFLUENCE VOLATILITY , SOGE

• Six Structured Products ( most products used in practice) 

• SRP, structured retail Products

--------------------------------- Parisian Options -------------------------------------

• Pricing Parisian-Type Options, Tung, Ya-Ching 

• Double Sided Parisian Option Pricing , J.H.M. Anderluh, J.A.M. van der Weide,2006 

• Parisian option pricing: a recursive solution for the density of the Parisian stopping time, Angelos, 2013 , code 

• PRICING OF PARISIAN OPTIONS FOR A JUMP-DIFFUSION MODEL WITH TWO-SIDED JUMPS 

• PRICING DOUBLE BARRIER PARISIAN OPTIONS USING LAPLACE TRANSFORMS, CÉLINE LABART AND JÉRÔME LELONG

• Brownian Excursions and Parisian Barrier Options, Marc Chesney, Monique, YOR 

• PRICING DOUBLE BARRIER PARISIAN OPTIONS USING LAPLACE TRANSFORMS CÉLINE LABART AND JÉRÔME LELONG 

------------------------------ Volatility Modeling ------------------------------------

• Surface de volatilité, Peter TANKOV***

• VOLATILITY AS AN ASSET CLASS 

• Rough Heston models: Pricing, hedging and microstructural foundations, Omar, Gatheral , Rosenbaum

• Modélisation de la courbe de variance et modèles à volatilité stochastique, Sidi Mohamed Ould Aly

• Implied volatility surface: construction methodologies and characteristics, Cristian Homescu

• STOCHASTIC VOLATILITY MODELS: PAST, PRESENT AND FUTURE, Peter Jackel

• Note on volatility modeling and trading 

• Rough volatility with Python, Jim Gatheral 

• Multi-asset derivatives: A Stochastic and Local Volatility Pricing Framework,Luke Charleton 

• Rough Volatility, GitHub

• rough_bergomi

• Stochastic Volatility Modelling: A Practitionerís Approach, presentation, Lorenzo Bergomi 

• Rough Volatility Literature

• Rough volatility: An overview, Presenttation, Jim Gatheral 

• Etude du modele a volatilite stochastique de Wishart 

• Modeles a volatilite stochastique, Raymond Brummelhuis 

• La volatilité implicite, Guillaume Coqueret 

• Volatilite locale et la formule de Dupire, Paris Diedrot ** 

• Le modèle à volatilité locale stochastique, AWALEE NOTES 

• Stochastic Volatility Modelling: A Practitionerís Approach, Lorenzo Bergomi*** 

• Calibration de modèles, volatilité locale et stochastique, Marco De Stephano, Polytech**

• Calibration, local and stochastic volatility , Exercices -solution , Marco De Stefano , ENSEA***

• Calibrating Local Correlations to a Basket Smile, Julien Guyon, Bloomberg L.P. 

• Forecasting realized volatility: a review Andrea Bucci 

• How to start using Bergomi models to risk manage a portfolio of exotics?

------------------------------------- SABR Model ----------------------------------------

• SABR Model Extensions For Negative Rates 

• SABR Calibration in Python****

• Calibration of a Libor Market Model with Stochastic Volatility by Hendrik Hülsbusch 

• Etude et calibration du modèle SABR - Rapport de stage Mrad Mohamed 

• SABR Model for the Implied Volatility Smile, Bocconi invest University***

• Managing Smile Risk, Patrick S. Hagan* , Deep Kumar†*** 

• Calibration and pricing using the free SABR model 

• Overview Negative Rates, SABR PDE and Approximation 

• On the Calibration of the SABR Model and its Extensions 

• The vol smile problem, Masterclass with Deutsche Bank l 

• The Volatility Smile and Its Implied Tree, Derman Goldman Sachs 

-------------------------- Stochastic Optimal Control -----------------------------

• Stochastic Optimal Control in Mathematical Finance, Jan Kallsen 

• STOCHASTIC CONTROL AND APPLICATION TO FINANCE, Nizar Touzi

• Stochastic Optimal Control with Finance Applications Tomas Bjork***

• Stochastic Optimal Control in Finance H. Mete Soner***

• Stochastic Optimal Control and Applications in Finance, Bath University 

• Msc Thesis, Application of Stochastic Control in Optimal Execution Algorithms by Luis Eduardo Pav´on Tinoco , Imperial (python)

• An Introduction to stochastic control - Laurent Mazaliak , UPMC*** 

• Stochastic Control Notes Update – 2021 Neil Walton 

• Merton Portfolio Optimization, Neil Walton 

--------------------- Fixed Income - Interest Rate Models -------------------------

• Interest Rate Models, Damir Filipović, EPFL

• Damir Filipovic Course****

• Term Structure Models and LMM : calibration to the Canadian Market

• Modeling the Term Structure of Interest Rates: A Review of the Literature by Rajna Gibson

• Short Rate Models***

• Les modèles de taux: Vasicek, Hull-White, Black-Karasinski, G2++ , Hull-White , LMM   

• An Implementation of the LIBOR Market Model Stefan Gerhold 

• Calibration Methods of Hull-White Model 

• The Two-Factor Hull-White Model : Pricing and Calibration of Interest Rates Derivatives Arnaud Blanchard 

• Que signifie réellement « une courbe des taux inversée » ? Pourquoi fait-elle si peur aux économistes et aux investisseurs ? 

• Implementation du LIBOR Market Model 

• An Implementation of the LIBOR Market Model for Pricing Exotic Constant Maturity Swaps Stefan Gerhold 

• Heath–Jarrow–Morton (HJM) Methodology ***

• Introduction aux modeles de la courbe de taux****

• HJM et LMM Model

• Introduction to Interest Rate Models, Antoine Savine 

• Course Interest Rate Models, Damir Filipovic, University of Munich 

• Term-Structure Models A Graduate Course, Damir Filipovic

• Fixed Income Markets, Erik Taflin, EISTI

• Fixed income markets, credit derivatives, interest-rate derivatives.

• MARCHES DE TAUX Cours de Camille DE LANGHE

• Lévy Market Models with Applications to Interest Rate Derivative Valuation, Demeter kiss

• Modelisation des taux d’interet, Pierre-E. Therond  

• Modeles stochastiques de taux d’interets, Ioane Muni Toke, Supelec 

• Interest rates stochastic models, Ioane Muni Toke, Slide **

• Modèles de Taux, Surface de Volatilité et Introduction au Risque de Crédit, Alexis Fauth ***

• Modeles HJM et LMM 

• Pricing du taux d’intérêt des caplets avec le modèle de taux G2++ 

------------------------------Interest Rate Derivatives ------------------------------

• Interest Rate Derivatives at Deutsche Bank 

• Interest Rate Modelling and Derivative Pricing Sebastian Schlenkrich , HU Berlin , Slides 

• SWAPTION SMILE AND CMS ADJUSTMENT, FABIO MERCURIO 

• Introduction aux produits de taux d’interets, R&D – Banque CPR**** 

• Interest Rate Options by  Saurav Sen, bon résumé 20 p **** :Caps and Floors , swaption, The Black Model 

• Pricing Constant Maturity Swap Derivatives by Noemi C. Nava Morales ***

• Looking Forward to Backward-Looking Rates: A Modeling Framework for Term Rates Replacing LIBOR

• Interest Rates Benchmark Reform and Options Markets, Vladimir Piterbarg

• Presentation video by Brigo Mercurio for FMM Model 

• BlackRock’s Guide to LIBOR Transition 

• Libor transition and implementation ,risk.net

• IBOR reforms, HSBC 

• Preparing for 2022: What you need to know about LIBOR transition 

• A Review of CMS Swap Pricing Approaches, Daphine University, by  Marin Decaudaveine*** 

• HJM: A Unified Approach to Dynamic Models for Fixed Income, Credit and Equity Markets René A. Carmona 

• A Practical Guide to Swap Curve Construction, Bank of Canada 

• Pricing Constant Maturity Swap Derivatives, by Noemi C. Nava Morales ***

• Introduction to Interest Rate Linked Structured Investments , Morgan Stanly 

• Lectures on Financial Mathematics, exercice , KTH, Harald Lang 

• The Libor Market Model: from theory to calibration, Universita di Bologna, Candia Riga 

• Piterbarg’s FL-TSS vs. SABR/LMM: A comparative study 

• Financial mathematics, basic course , KTH

• Valuation of Exotic Interest Rate Derivatives , Bloomberg— Bermudans and Range Accruals Harvey Stein 

• Overnight Risk-Free Rates A User’s Guide 

• What is the transition from EONIA to €STR 

• SOFR: A comprehensive guide

------------------------------Yield Curve  ------------------------------

• A Practical Guide to Swap Curve Construction, Bank of CANADA

---------------------------------- Credit Risk -CCR -----------------------------------------

• Loss functions for LGD model comparison 

• Regulatory use of system-wide estimations of PD, LGD and EAD, FSI Award 2010 Winning Paper 

• Bloomberg: The ISDA SIMM overview, Standard Initial Margin Model (SIMM) 

• ISDA Paper: Standard Initial Margin Model for Non-Cleared Derivatives

• Thesis: Marge initiale : impact de la méthodologie sur la valorisation des produits OTC non compensés

• A Guide to Modelling Counterparty Credit Risk***,  Michael Pykhtin and Steven Zhu 

• A practical 10-step guide to collateral management , IHS MARKET ***

• COUNTERPARTY CREDIT RISK BMI MASTERS THESIS (PFE, EE,EAD,LGD,PD) ***

• Mesure du risque de contrepartie sur opérations de marché : enjeux réglementaires et outils de contrôle 

• Video: (FRM Part 2) Credit Exposure Metrics (EE, PFE, EPE, ENE, EEE, EEPE) Explained

• Video: Counterparty Risk Management - Chapter 1

----------------------------------------- Risk ---------------------------------------------

• Mesures de risque de marché en pratique , Thomas GUIBERT , Société Générale 

• Backtesting Expected Shortfall: the design and implementation of different backtests, by  Lisa Wimmerstedt ****

• VaR Backtesting Workflow MATLAB

• Overview of Expected Shortfall Backtesting MATLAB

• Risk Management, Jan Kallsen *** 

• FRTB et réforme des risques de marché, quelle finalisation , Banque de France 

• FRTB — Overview Of Fundamental Review Of Trading Book***

• Basel II regulations: an introduction , Moodys Analytics ***

• Model Risk Management Best Practices 

• Mesure du risque de contrepartie 

• Value at Risk - Theory and Practice

• Risk Management and Financial Institutions

• Numerical methods for the VaR computation

• Financial Engineering and Risk Management Part I, Columbia University, NY 

• Financial Engineering and Risk Management Part II, Columbia University, NY 

• Mesures de risque de marché, SG, Thomas GUIBERT 

• La Gestion des Risques Financiers Exercices de Programmation, Thierry Roncalli****

• La Gestion des Risques Financiers Book, Thierry Roncalli 

• Méthodologie de calcul du SCR marché, OFI 

• Back-testing of Expected Shortfall: Main challenges and methodologies***

• Calculation of Expected Shortfall via Filtered Historical Simulation

• Risk Management a Parctical Guide 

• Risk Management with Generative Adversarial Networks (GAN), Natixis , OXF Thesis 

----------------------------------------- XVA ---------------------------------------------

• Monte Carlo simulation of Counterparty Credit Risk *** by Robert Havelka , Master Thesis 

• CVA-DVA : Tour d’horizon des méthodologies de calcul ***

• Numerix: Challenges in xVA Pricing and Risk 

• Counterparty Credit Risk and CVA implementation***

•  CVA, DVA, FVA & the Implications on Hedge Accounting, by Quantifi and Deloitte

• XVA: About CVA, DVA, FVA and Other Market Adjustments, Stephane Crepey ***

• XVA explained, PWC Australia 

• Capital Valuation Adjustment and Funding Valuation Adjustment

• X-VA-aux-frontières-du-réel.

• Pricing of XVA adjustments : from expected exposures to wrong-way risks 

• Counterparty Credit Risk and CVA with MATLAB

• Efficient Monte Carlo Simulation for Counterparty Credit Risk Modeling, SAM JOHANSSON **

• Derivatives CVA calculation example Monte-Carlo with python

----------------------------- Energy Market - Commo Models ---------------------------------

• Modelling spot and forward prices for energy companies, Dafydd Steele 

• Commodity pricing, how do you actually do it, by Ezio Lauro

--------------------------------- AlgoTrading ------------------------------------------

• Top 5 Essential Beginner Books for Algorithmic Trading

• An Introduction to Algorithmic Trading , Edward Leshik & Jane Cralle

• 10 Algorithmic Trading Strategies 

• Algorithmic and High-frequencytrading: an overview, Marco Avellaneda, New York University 

• Developing a fully automated algo-trading system, KIA FARHAD 

• Algo Trader’s Toolkit, Kevin J. Davey 

• Backtesting Long Short Moving Average Crossover Strategy in Excel

• Trading Strategies, Pioneer Institute in Algo Trading 

• Reconstruction of an Order Book using High-Frequency Data, Ioane Muni Toke 

• An Introduction to Hawkes Processes with Applications to Finance, Ioane Muni Toke 

• Trading Haute Fréquence Modélisation et Arbitrage Statistique, Alexis Fauth 

• Algorithmic Trading 101 — Lesson 6: Market Making & Performance Evaluation **

• Book: Learn Algorithmic Trading: Build and deploy algorithmic trading systems and strategies using Python and advanced data analysis

• Book GitHub Python code: Learn-Algorithmic-Trading*** 

------------------- Asset allocation in private wealth management -----------

• Strategic asset allocation: MPT in practice - Implementation

• Markowitz portfolio selection for multivariate affine and quadratic Volterra models  & Numerical application python

• The Hierarchical Risk Parity Algorithm: An Introduction & Numerical application python 

• Advances in Financial Machine Learning by Marcos  Lopez de Prado  

• Asset allocation in private wealth management, David Schröder  

• Asset allocation , Vanguard

• La modélisation des jeux  Game Theory 

• [Paper + Implementation] Hierarchical PCA and Applications to Portfolio Management*****

---------------------------------- Machine Learning -----------------------------------

• M2 Proba Finance 

• M2 Machine Learning

• Deep Learning, P. GALLIRANI 

• Td/ TP Olivier Schwander

• Deep Learning, Shervine Amidi

• Artificial Intelligence in Asset Management 

• Introduction to Deep Learning -- 170 Video Lectures from Adaptive Linear Neurons 

• Machine Learning ,Carnegie Mellon University

• Deep Learning, chalmers niversity

• Fondements de l'apprentissage machine, Montreal University

• Pascal Vincent, Montreal, H2009, H2008, H2007 

• Ipython Quant

• PRACTICE PYTHON

• Non-Linear Least-Squares Minimization and Curve-Fitting for Python

-- Stat -----------------------------------------------------------------------------------------------

• Variables Aleatoires Discretes 

• The Normal Distribution and the Central Limit Theorem 

• Fourier Series 

• The Bivariate Normal Distribution 

Workgroup Financial Mathematics 

MIT-OPEN-COURSEWARE

• Topics in Mathematics with Applications in Finance

• Oliver Knill Homepage

BOOK SERIES, Chapman and Hall/CRC Financial Mathematics Series

LaTeX Help Page 

• Introduction to LATEX 

• Convert images to LaTeX

• LATEX notions de base