Resources

PhD Notes

Asset Pricing

• Affine Term Structure Models

Microeconomics

• Advanced Micro Theory I
• Advanced Micro Theory II - Game Theory
• Theory of Decision under Uncertainty by Itzhak Gilboa

Math Notes

Probability Theory:

• Probability Tools with Examples, by Bruce Driver (highly recommend)
• Notes on conditional expectation
• Random Service

Stochastic Calculus/Stochastic Differential Equations

• MATH 286 SDE: Lecture Notes produced by Vaki Nikitopoulos
• Seppalainen’s notes
• Stochastic Calculus for ECON/Finance (To be completed)

For Master Students

• Quant Career Path

Coding

• Merely Useful Research Software Engineering with Python
• The Alan Turing Institute - Research Software Engineering with Python

Machine Learning: