R programming language: conceptual overview ---------------------
What is it all about?
This is a presentation on the conceptual overview of R programming language highlighting different concepts and paradigms used in the design of the language (functional programming, OOP, dynamic features etc). It was used to give a workshop on this topic.
The file with the presentation is https://github.com/maxlit/workshops/blob/master/R/r-advanced-overview/r-workshop-general-overview.pdf
You can also find here the source of the few examples in R, python and C# pieces of code used in the presentation.
Remark. The source file of the presentation is an org file which is converted to a tex file which is used to produce the pdf file.
Parallel computations in R ---------------------
What is it all about?
This is a presentation on the parallel computations in R with the examples from the quantitative risk management.
The file with the presentation is https://github.com/maxlit/workshops/blob/master/R/r-parallel-computations/r-parallel-computations.pdf
Remark. The source file of the presentation is an org file which is converted to a tex file which is used to produce the pdf file.
Basic numerics for applied mathematical finance in R ---------------------
What is all about?
This is a presentation on the basic numerics used in applied mathematical finance. It's dealt with matrix decomposition (e.g. used to generate correlated random numbers), numerical derivatives, root finding etc
The file with the presentation is https://github.com/maxlit/workshops/blob/master/R/r-on-numerics/r-on-numerics.pdf
Remark. The source file of the presentation is an org file which is converted to a tex file which is used to produce the pdf file.