Learn to LaTeX #

Perhaps you too would like to typeset your work using LaTeX. At the very least, it will look correct from twenty feet away. Juntao Lu ‘23 has put together a tutorial that will have you producing great looking mathematics in minutes.

Reading rack #

A collection of materials that complement course material. Some may require the password for the course.

• A note on independent random variables This is a short note I wrote a while back illustrating how to think geometrically about the notion of independence as defined for random variables.

• Geometric Brownian Motion Karl Sigman’s notes on GBM are very close to my exposition of the subject. You can use these as a second perspective to your lecture notes.

• Black Scholes Frank Morgan wrote this excellent summary of the mathematics behind the Black-Scholes-Merton formula. The notation is different than I use in the course, but the intuition is terrific.

• Critique of the BSM formula Haug and Taleb wrote this excellent critique of the BSM formula, which more-or-less claims that the formula should never be used for the purpose it was originally intended.