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Home# stevecheng

### History

- Member for
- 12 years 1 month

My articles: |
My questions: |

Forename:

Steve

Surname:

Cheng

City:

Toronto

State:

ON

Country:

Canada

Homepage:

http://www.gold-saucer.org/

Preamble:

% The standard font packages
\usepackage{amssymb}
\usepackage{amsmath}
\usepackage{amsfonts}
% For neatly defining theorems and definitions
%\usepackage{amsthm}
% Including EPS/PDF graphics (\includegraphics)
%\usepackage{graphicx}
% Making matrix-based graphics
%\usepackage{xypic}
% Enumeration lists with different styles
%\usepackage{enumerate}
% Set up the theorem environments
%\newtheorem{thm}{Theorem}
%\newtheorem*{thm*}{Theorem}
\newcommand{\defnterm}[1]{\emph{#1}}
% The standard number systems
\newcommand{\complex}{\mathbb{C}}
\newcommand{\real}{\mathbb{R}}
\newcommand{\rat}{\mathbb{Q}}
\newcommand{\nat}{\mathbb{N}}
\newcommand{\intset}{\mathbb{Z}}
% Absolute values and norms
% Normal, wide, and big versions of the delimeters
\newcommand{\abs}[1]{\lvert#1\rvert}
\newcommand{\absW}[1]{\left\lvert#1\right\rvert}
\newcommand{\absB}[1]{\Bigl\lvert#1\Bigr\rvert}
\newcommand{\norm}[1]{\lVert#1\rVert}
\newcommand{\normW}[1]{\left\lVert#1\right\rVert}
\newcommand{\normB}[1]{\Bigl\lVert#1\Bigr\rVert}
% Inverse functions
\newcommand{\inv}[1]{{#1}^{-1}}
% Differentiation operators
\newcommand{\od}[2]{\frac{d #1}{d #2}}
\newcommand{\pd}[2]{\frac{\partial #1}{\partial #2}}
\newcommand{\pdd}[2]{\frac{\partial^2 #1}{\partial #2}}
\newcommand{\ipd}[2]{\partial #1 / \partial #2}
% Differentials on integrals
\newcommand{\dx}{\, dx}
\newcommand{\dt}{\, dt}
\newcommand{\dmu}{\, d\mu}
% Inner products
\newcommand{\ip}[2]{\langle {#1}, {#2} \rangle}
% Complex numbers
\DeclareMathOperator{\zRe}{Re}
\DeclareMathOperator{\zIm}{Im}
\newcommand{\conjug}[1]{\overline{#1}}
% Calligraphic letters
\newcommand{\sF}{\mathcal{F}}
\newcommand{\sD}{\mathcal{D}}
% Standard spaces
\newcommand{\Hilb}{\mathcal{H}}
\newcommand{\Le}{\mathbf{L}}
% Operators and functions occassionally used in my articles
\DeclareMathOperator{\D}{D}
\DeclareMathOperator{\linspan}{span}
\DeclareMathOperator{\rank}{rank}
\DeclareMathOperator{\lindim}{dim}
\DeclareMathOperator{\sinc}{sinc}
% Probability stuff
\newcommand{\PP}{\mathbb{P}}
\newcommand{\E}{\mathbb{E}}

Bio:

<p>
I hold a Bachelor's degree in pure mathematics and computer science,
and a Master's degree in mathematical finance,
both from the University of Toronto.
</p>
<p>
I work at the front office on the trading floor in a major Canadian bank, implementing and testing models for valuating options and derivatives on equity (stock).
In financial slang, a <i>quant</i> job.
At the present time, my team is building a general computation engine
for these models: techniques
used include stochastic calculus, Monte Carlo simulation,
PDEs (parabolic equations in particular) and Fourier transforms.
</p>
<p>
Why do I write for PlanetMath?
Not only for the love of mathematics,
but also because I want to promote, in my own way,
free culture and free software.
And more practically, I find some topics,
even elementary ones, that in my opinion
are presented poorly or not properly in the textbooks
that I own. So as I study those topics, I find myself
making my own notes. Inevitably I type these up
as the paper notes will become rather inconvenient
in a few months' time. There is, of course, the usual
argument that one learns by teaching; it does help me
to understand a topic if try to write an exposition myself.
</p>
<p>
By the way, if you want to read and write math formula in the forum posts in PlanetMath, consider using my <a href="http://planetx.cc.vt.edu/AsteroidMeta/Display_LaTeX">Display LaTeX</a> browser extension. (Mozilla-based browsers only.)
</p>
<p>
Sources for the diagrams that I create on PlanetMath
can be found in
<a href="http://svn.gold-saucer.org/repos/PlanetMath/">my PlanetMath article repository</a>. Please feel free to re-use them!
</p>

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