Want to play hex?

These are the notes from some of the classes that I have taken in the past. I cannot guarantee that they are complete, correct, or even relevant to the course you are taking now. Some of these notes have been posted without permission and could be removed without warning.

I am still actively maintaining these notes, so if you if you find any errors please tell me about them. I will also accept suggestions for additions.

Carnegie Mellon University | |
---|---|

21-882 | Topics in Finance: Semimartingales and Integration |

21-882 | Topics in Finance: Large Deviations Principles |

36-755 | Advanced Statistical Theory 1 |

21-762 | Finite Element Methods |

21-740 | Functional Analysis 2 |

21-690 | Methods of Optimization |

21-732 | Partial Differential Equations 1 |

21-832 | Partial Differential Equations 2 |

47-800 | Microeconomics 1 |

21-721 | (Graduate) Probability |

21-880 | Advanced Stochastic Calculus 1 |

Cambridge University | |

Advanced Probability | |

Stochastic Calculus and Applications | |

Differential Geometry | |

Finite Dimensional Lie Algebras | |

University of Waterloo | |

PM 352 | Complex Analysis |

PM 432 | Mathematical Logic |

PM 440 | Analytic Number Theory |

PM 442 | Fields and Galois Theory |

PM 444 | Non-commutative Algebra |

PM 451 | Measure Theory |

PM 464 | Algebraic Curves |

PM 711 | Topics in Logic: Computability Theory |

CO 330 | Combinatorial Enumeration |

CO 442 | Graph Theory |

CO 450 | Combinatorial Optimization |

These are some other things I've typeset, not necessarily for any class:

Probability, Control and Finance conference
poster for our model of the limit
order book in heavy traffic |

PAMGSC 2008 slides on stochastic volatility model calibration |

CASM essay on measures of risk in finance (convex risk measures) |

CUMC 2005 slides on representation theory |

SASMS Fall 2004 seminar notes on compactness |

SASMS Fall 2005 seminar notes on the infinitude of the primes |

SASMS Winter 2006 seminar notes on the countability axioms |

Office: | Wean Hall 7211 |

Phone: | 412-268-1439 |

Email: | calmost |

My email address is the given userid at andrew.cmu.edu. You may also try calling or texting me at 412-467-6880.