Skip to content

Measure TheoryStochastic Calculus

Stochastic Calculus and Finance: The Heath-Jarrow-Morton Model

We begin with an overview of measure theory, briefly covering measures, sigma-algebras, random variables, filtrations, random walks, and brownian motion. Then, we present the ramifications of the HJM model, including a coded implementation on a sample initial forward rate curve.

CombinatoricsGraph TheoryLinear Algebra

Domino Tilings of an m x n chessboard

By representing a Chessboard as a bipartite graph, we utilize Kasteleyn's theorem (with some modifications to apply to our current case) to formally derive the closed-form expression for the number of possible tilings using 2 x 1 dominoes.

CombinatoricsAlgorithms

An O(n) Construction of Superpermutations

By defining beads and rings and drawing functions between them, we generate superpermutations in place with much improved space efficiency. This presentation is an adaptation of my superpermutations preprint for the 20th Annual Texas Undergraduate Math Conference.


Published work and preprints live on the research page.