MA9070 - Simulation and Machine Learning for Finance

This class was created by Brainscape user Dylan Ottey.

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Decks in this class (32)

Notebook 1/2
How do we use jupyter s markdown ...,
Media 2,
How do we represent complex numbe...
65  cards
Notebook 3
What is the black scholes formula...,
How do you write a euro callbs_pr...,
How do you write a euro putbs_pri...
32  cards
Notebook 4
How do we apply importance sampli...,
How do we apply naive monte carlo...,
What is the naive monte carlo pro...
35  cards
Notebook 5
Create the function brown 1,
Create a variable w var the varia...,
How would you plot this 3
31  cards
Notebook 6
What is the formula for brownian ...,
What is the midpoint formula we w...,
What is the brownbridge function 3
16  cards
Notebook 7
What are the two main pandas data...,
Import statement for pandas 2,
How to read a csv in pandas 3
76  cards
Notebook 8
What are categorical variables 1,
Import statement need for onehote...,
What is ordinal encoding 3
72  cards
Notebook 9
What are some advantages of decis...,
What are some disadvantages of de...,
How do we apply the decision tree...
51  cards
Notebook 7 COPY
What are the two main pandas data...,
Import statement for pandas 2,
How to read a csv in pandas 3
76  cards
Notebook 8 COPY
What are categorical variables 1,
Import statement need for onehote...,
What is ordinal encoding 3
72  cards
Notebook 9 COPY
What are some advantages of decis...,
What are some disadvantages of de...,
How do we apply the decision tree...
51  cards
L1: Basic concepts in numerical computations
What is a norm what is the euclid...,
What is a l p norm what are the t...,
What are the relative and absolut...
18  cards
L2a: Libraries and Functions
Main libraries in python that we ...,
The libraries around python that ...,
What do numpy arrays look like 3
7  cards
L2b: Basic concepts in numerical computations, continued
What should you never write on yo...,
What is a monte carlo simulation ...,
What is a simple linear congruent...
11  cards
L3a: Geometric Brownian Motion - Key Facts
What is the formula for geometric...,
What is the weiner process 2,
Given that our stock price st is ...
14  cards
L3b: Introduction to Monte Carlo Methods
How do we assume stock prices evo...,
How is a european call option pri...,
What is the basic method for nume...
20  cards
L3c: Introduction to Greeks
What are the first order greeks f...,
What are the second order greeks ...,
What are the third order greeks f...
8  cards
L4a: Variance Reduction
What is the scale of the error te...,
What is antithetic variance reduc...,
How is antithetic variance reduct...
26  cards
L4b: Greeks II
Why is the pathwise derivative es...,
How do we perform a pathwise deri...,
What is the algorithm for computi...
9  cards
L4c: Basket Options
How do we numerically generate sa...,
What are basket options 2,
What is the distribution of the a...
6  cards
L5a: Stochastic Differential Equations and Path Dependent Options
What assumption have we been maki...,
What are odes generally how do we...,
What is euler s method for solvin...
17  cards
L5b: Stochastic Differential Equations II: Path Dependent Options
What are asian options 1,
How do we compute the value of an...,
How has the parameter n changed f...
8  cards
L6a: Stochastic Differential Equations III: Further concepts in SDEs
What is a brownian bridge 1,
What does a brownian bridge look ...,
What is the expectation and varia...
11  cards
L6b: Further topics in ODEs and PDEs
0  cards
L7: Machine Learning
Generally what is machine learning 1,
What are the key categories of ml 2,
What are the two main tasks of ml 3
22  cards
L8: Classification Problems
What are the three important appr...,
Svm what is the high level intuit...,
Svm what is the affine function f...
26  cards
L9a: Ensemble Methods
What is a decision tree 1,
What is a decision tree 2,
How do you compute the weighted g...
16  cards
L9b: Artificial Neural Network
Why did artifical neural network ...,
What are we using ml to approxima...,
What is a signle artifical neron ...
19  cards
L10: Artifical Neural Network - Continued
How do we calculate gradient desc...,
How do we apply stochastic gradie...,
How do we apply stochastic gradie...
14  cards
ML Exam Prep
Ml hw3 q4 1,
Ml hw3 q5 2,
Ml hw3 q6 3
94  cards
Past Paper Qs
Blank 1,
Media 2,
Advantage of dummy variable encod...
27  cards
L10: Artifical Neural Network - Stochastic Gradient Descent
How do we calculate gradient desc...,
How do we apply stochastic gradie...,
How do we apply stochastic gradie...
10  cards

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MA9070 - Simulation and Machine Learning for Finance

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