Chris Almost

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Lecture Notes

These are the notes from some of the classes that I have taken in the past. I cannot guarantee that they are complete, correct, or even relevant to the course you are taking now. Some of these notes have been posted without permission and could be removed without warning.

I am still actively maintaining these notes, so if you if you find any errors please tell me about them. I will also accept suggestions for additions.

Carnegie Mellon University
21-882 Topics in Finance: Semimartingales and Integration
21-882 Topics in Finance: Large Deviations Principles
36-755 Advanced Statistical Theory 1
21-762 Finite Element Methods
21-740 Functional Analysis 2
21-690 Methods of Optimization
21-732 Partial Differential Equations 1
21-832 Partial Differential Equations 2
47-800 Microeconomics 1
21-721 (Graduate) Probability
21-880 Advanced Stochastic Calculus 1
Cambridge University
Advanced Probability
Stochastic Calculus and Applications
Differential Geometry
Finite Dimensional Lie Algebras
University of Waterloo
PM 352 Complex Analysis
PM 432 Mathematical Logic
PM 440 Analytic Number Theory
PM 442 Fields and Galois Theory
PM 444 Non-commutative Algebra
PM 451 Measure Theory
PM 464 Algebraic Curves
PM 711 Topics in Logic: Computability Theory
CO 330 Combinatorial Enumeration
CO 442 Graph Theory
CO 450 Combinatorial Optimization

Other Notes

These are some other things I've typeset, not necessarily for any class:

Probability, Control and Finance conference poster for our model of the limit order book in heavy traffic
PAMGSC 2008 slides on stochastic volatility model calibration
CASM essay on measures of risk in finance (convex risk measures)
CUMC 2005 slides on representation theory
SASMS Fall 2004 seminar notes on compactness
SASMS Fall 2005 seminar notes on the infinitude of the primes
SASMS Winter 2006 seminar notes on the countability axioms

Contact

Office: Wean Hall 7211
Phone: 412-268-1439
Email: calmost

My email address is the given userid at andrew.cmu.edu. You may also try calling or texting me at 412-467-6880.