Notebooks on topics in applied mathematics

I’ve always enjoyed mathematics and have used it extensively, although my particular interests are limited to applied mathematics. My plasma physics research involved ordinary and partial differential equations and lots of perturbation methods – core topics of mathematical physics. When I moved to quantitative finance, my interests broadened to include probability theory and stochastic calculus. I also have a life-long interest in trading stocks, futures and options and a corresponding interest in the use of mathematics to facilitate decision making under uncertainty. Almost all of the notebooks will concern subject-material in which I was interested in obtaining an answer – analytic or computational – to some motivating problem.

Probability and statistics

Asymptotic analysis