reading
a running list of books, papers, and articles i'm exploring or have read recently, mostly in theoretical physics, pure and applied math, and learning. entries are loosely grouped by topic.
mathematics
- probability: theory and examples – durrett
- stochastic calculus for finance 11: continuous time models - shreve
physics
- classical electrodynamics (coursework) - jackson
- quantum channels (lecture notes) - attal
statistics and learning
- information geometry and its applications – amari
- introduction to the theory of neural computation - hertz
miscellaneous & essays
recently, i have purchased some books (pop science but they do not skimp on the rigor) related to physics and mathematical finance. i'm looking forward to going through them.
- physics from finance - schwichtenberg
- physics & finance - ziemann
- hydrodynamics of markets - lipton