Renewal

As promised, I finally got around to reading the relevant two chapters of Adventures in Stochastic Processes. Bits and pieces of which I found informative and interesting, but most of which unfortunately went over my head. For one thing, the book is designed for a full semester graduate course in Stochastic Processes, so trying to

Renewal Read More »

Optimizing a Dynamic Treatment Regime, David Skrill awarded his PhD, and my Self-Study plan

3:44 AM, November 24, 2024 Long blog post today. As I mentioned in the previous blog post, I’ve come up with a plan for self-study, and there are a couple of other developments in my plans for the program that I’ll share at the end of this blog post. Also, my friend David Skrill was

Optimizing a Dynamic Treatment Regime, David Skrill awarded his PhD, and my Self-Study plan Read More »

Deriving the Black-Scholes Equation with the truncated LogNormal

12:39 AM, October 27, 2024 Recently I’ve been reading about Happy Harry et al’s “Adventures in Stochastic Processes” by Sidney I. Resnick in order to prepare for the course in Survival Analysis I’ll be taking next semester with professor David Oakes, and since I’ve been haphazardly skipping around the book, I went to the chapter

Deriving the Black-Scholes Equation with the truncated LogNormal Read More »