Random Walks in Lattice Grid
A problem introduced to me by Professor Peter Yum. Consider random walk on
integers. The simplest one is on
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Generating Multivariate Gaussian Distribution
Multivariate normal distribution has the following p.d.f.:
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Stochastic PDE for Poisson jump processes
I studied this 10+ years ago. But I just saw a very concise derivation from stack exchange
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Compiling cefpython on Mac
cefpython has a new release in May
for CEF v66. However, there is no macOS version binaries provided (pip install
even give you only the one for CEF v57, which is pretty old).
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Modern portfolio theory
Markowitz portfolio theory, CAPM, Arbitrary Pricing Theory
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