Eunki Chung - Blog

Eunki Chung

Things Worth Remembering: My personal journal of interesting nuggets from the worlds of math, coding, and more. Simple things I stumble upon that I think are worth holding onto.

How to add commenting feature on quarto blog

Enabling public comments for blog posts with Giscus

quarto

Deriving conditional multivariate normal distribution

Conditional distribution when multivariate normal random vector is conditioned on its partition.

statistics

mathematics

Importance Sampling and Black Magic of Monte Carlo

Notes on Importance Sampling and Exponential Smoothing

mathematics

What is BLAS?

Notes on Basic Linear Algebra Subprograms

computer science

mathematics

How to add email address on rendered pdf with Quarto

Customizing quarto document with a title.tex file

quarto

Unbiased Sample Variance

Bessel’s correction for the sample variance

statistics

Deriving Black-Scholes Partial Differential Equation

Derive Black-Scholes PDE with pricing by replication

finance

mathematics

Arbitrage

Definition and theorem related to arbitrage

finance

mathematics