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The basic concepts of random variable, conditional expectation, stochastic process iii and stopping time are defined and several concrete instances of these notions implemented. These are then applied to a random assortment of problems. The main effort is devoted to the pricing and hedging of option

Rhino_Python_Primer.pdf Forums: The RhinoPython community is very active and offers a wonderful resource for posting questions/answers and fi nding help on just about anything!: http://python.rhino3d.com/forums/ General References for Python: Python's main website offers a plethora of information about the syntax, building-in functionality, libraries etc! This is the main resource for anything Python! http://docs.python.org/ The Python Documentation also has a great introduction into the basics of Python: http://docs.python.org/tutorial/introduction.html http://docs.python.org/tutorial/ Another very thorough resource for Python is from MIT, called "How to Think Like a Computer Scientist": http://www.greenteapress.com/thinkpython/thinkCSpy/thinkCSpy.pdf Common Exceptions/Errors: For a list of common errors, exceptions and pitfalls that you are likely to run into when coding see: http://docs.python.org/release/3.1.3/library/exceptions.html#bltin-exceptions http://secant.cs.purdue.edu/_media/proghints.pdf

Matrix Differential Calculus with Applications in Statistics and Econometrics