I hold a Bachelor's degree in pure mathematics and computer science,
and a Master's degree in mathematical finance,
both from the University of Toronto.
I work at the front office on the trading floor in a major Canadian bank, implementing and testing models for valuating options and derivatives on equity (stock).
In financial slang, a quant job.
At the present time, my team is building a general computation engine
for these models: techniques
used include stochastic calculus, Monte Carlo simulation,
PDEs (parabolic equations in particular) and Fourier transforms.
Why do I write for PlanetMath?
Not only for the love of mathematics,
but also because I want to promote, in my own way,
free culture and free software.
And more practically, I find some topics,
even elementary ones, that in my opinion
are presented poorly or not properly in the textbooks
that I own. So as I study those topics, I find myself
making my own notes. Inevitably I type these up
as the paper notes will become rather inconvenient
in a few months' time. There is, of course, the usual
argument that one learns by teaching; it does help me
to understand a topic if try to write an exposition myself.
By the way, if you want to read and write math formula in the forum posts in PlanetMath, consider using my Display LaTeX browser extension. (Mozilla-based browsers only.)
Sources for the diagrams that I create on PlanetMath
can be found in
my PlanetMath article repository. Please feel free to re-use them!
