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Tong Xiao Blogs
Brainteasers
Expected rolls to get n consecutive Heads
Joint Normality
Sum of Dice
Two Normal Comparison
Two Uniform Comparison
Conditional Expectation
Best Travel Strategy
Poker
Hopping Rabbit Problem
This is to show how to reference stuff
Correlation of max and min
Monte Carlo
Importance Sampling
Log-Sum-Exp Trick
Volatility under SSM
Variational auto-encoder
Conditional VAE
Importance Weighted AutoEncoder
Hidden Markov Models
HMM Intro
HMM with Example
Kalman Filter
Higher-dim Kalman filter
Marginal Likelihood Computation
Max Likelihood Estimator
PCA
PCA Intro
PCA on yield curve
Options
Greeks
Simulating Black-Scholes with Monte Carlo
Breenden-Litzenberg
Queries
Queries
Index
