118
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Lecture Notes
The notes cover several topics such as Measure Theory, Discrete Time Martingales, Discrete Time Option Pricing, Continuous Time, Martingales, Stochastic Integrals, Stochastic Calcu...
109
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Lecture Notes
"These lecture notes treat various versions of the so-called “fundamental theorem
of asset pricing”. Many students are familiar with statements about models for
financia...
86
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Lecture Notes
This is a long lecture note about Financial Stochastic. It covers several topics such as Martingale Representation, Finite Economies, Black-Scholes Models, American Options, Paymen...
180
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Publication
Our attention is focused on designing an optimal procurement mechanism which a buyer can use for procuring multiple units of a homogeneous item based on bids submitted by autonomou...
189
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Book
"This is an excellent reference book. The author has done a great job in at least three directions. First, he expertly, systematically and with ever-present authority guides t...
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My name is Pariham Eid. I received the BSc degree in Civil engineering from Ain Shams University, Cairo, Egypt, 2004. Recently, I become more interested in finance. Therefore, i de...
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Source Code
Armadillo is a streamlined C++ linear algebra library (matrix maths) aiming towards a good balance between speed and ease of use. It is based on recursive templates. Integer, float...
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Currently completing a BCS (Hons) at the University of Waikato Management School, Hamilton, New Zealand.