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Recent content by Gauss

  1. Sylvain Raynes: The State of Financial Engineering

    "1. Z-transforms and Laplace transforms 2. Banach and Sobolev spaces 3. Fourier series and transforms (one exception) 4. Lax equivalence theorem (same exception) 5. Von Neumann stability analysis 6. Courant-Friedrichs-Loewy (CFL) condition 7. The Nyquist sampling theorem (useful in Fourier...
  2. Useful courses?

    I see myself working as a statistician. Areas such as trading strategies or risk management lookk interesting.
  3. Useful courses?

    Hello, I'd like to have some comments from you guys who are following an MFE or have work experience. I'm an undergraduate, doing applied maths, and when I choose my courses I'm motivated by their usefulness. I'm generally interested by probability and statistics. *Seems like PDE's &...
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