Applied Probabilistic Calculus for Financial Engineering

References

1. Adler, J. (2010) R in a Nutshell: A Desktop Quick Reference, O'Reilly Media, Inc., Sebastopol, CA.
2. Allen, E. (2007) Modeling with Ito Stochastic Differential Equations, Springer, New York.
3. ANOVA http://en.wikipedia.org/wiki/Analysis_of_variance
4. Aragon, T.J. (2011) Applied Epidemiology Using R (epir), UC Berkeley School of Public Health, and San Francisco Department of Public Health, Berkeley, California.
5. Ardia, D., Mullen, K., Peterson, B.G., and Ulrich, J. (2011) DEoptim: differential evolution optimization in R. Available at http://CRAN.R-project.org/package=DEoptim.C); http://www.icsi.berkeley.edu/∼storn/code.html.
6. Ardia, D., Boudt, K., Carl, P., Mullen, K.M., Peterson, B.G. (2011) Differential evolution with EoptimD. an application to non-convex portfolio optimization. The R Journal, 3 (1), 27–34.
7. Ardia, D., Ospina, A.J.D., Giraldo G.N.D. (2011) Jump-diffusion calibration using differential evolution. Wilmott Magazine, 55 (September), 76–79.
8. Assets Allocation for Efficient Portfolios [http://www.kellogg.northwestern.edu/faculty/papanikolaou/htm/finc460/ln/lecture1.pdf]
9. Baxter, M. and Rennie, A. (1996) Financial Calculus, An Introduction to Derivative Pricing, Cambridge University Press, Cambridge, UK.
10. Beach, S. and Orlov, A. (2006) An Application of the Black–Litterman Model with EGARCH-M-Derived views for international portfolio management. Working paper.
11. Bevan and Winkelmann (1998), Using the Black–Litterman Global Asset Allocation Model: Three Years of Practical ...