[Day 140] First 3 chapters of A Primer For The Mathematics Of Financial Engineering by Dan Stefanica

 Hello :)
Today is Day 140!


A quick summary of today:
  • Ch 1 - calculus review and plain vanilla options
  • Ch 2 - improper integrals, numerical integration, interest rates and bonds
  • Ch 3 - probability, Black-Scholes formula, Greeks and hedging 


From the books I found yesterday I thought that starting from this one is the best because of its pure math + real application format. Each chapter consists of some math/stats and also how they are used in the real world.


Ch 1 - calculus review and plain vanilla options


Ch 2 - improper integrals, numerical integration, interest rates and bonds


Ch 3 - probability, Black-Scholes formula, Greeks and hedging 

On another note ~ today I realised that calling this whole blog project self-study into AI might not be the best. Because math, probability and stats are at the root of AI. So maybe some kind of renaming would be appropriate. 


That is all for today!

See you tomorrow :) 

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