Jul 21, 2018
Call option price is a convex function of strike price
A quick blog post discussing the convexity of European call option prices as a function of strike price in a no-arbitrage market
Mar 26, 2018
Using orthogonal decomposition to solve linear least square problems
A brief blog post on approximating solutions to overdetermined systems using normal equations and classic QR decomposition.
Mar 2, 2018
On markov chains and modelling coin flip sequences
A beginner-friendly introduction to discrete-time markov chains using its applications in modelling sequences of coin flips.
Dec 21, 2017
Counter-intuitive results in probability theory
A compilation of a few paradoxes and not-so-obvious results in probability - especially involving elementary concepts such as conditional probability, Bayes' Theorem and expected values of sums of random variables.
Aug 8, 2017
A comparison of basic binary classification models
The theoretical and practical differences between logistic regression, LDA, and K-nearest neighbours.
Aug 2, 2017
An introduction to this blog and what it's about.