grew out of my consulting work in interest rate derivatives. It presents a conceptual introduction to the mathematics of pricing financial derivatives. Avoiding jargon and abstruse formalism this book relates the essential concepts of finance to the central probabilistic ideas. Emblematic of this philosophy, I have presented a proof of the Black-Scholes-Merton option-pricing formula in a general form without use of partial differential equations or even any specific feature of the Gaussian distribution, thus bringing out its essential nature.
Representing Finite Groups: A Semisimple Introduction
is a leisurely cultural journey through the representations theory of finite groups, heavily inspired by the original works of Georg Frobenius. Unlike the standard custom in mathematics, I have proved and reproved the same result from multiple viewpoints. There are some allusions to current world events hidden in the book. There is also a lovely full-length poem written by Charlie Egedy. For more on this book and related thoughts see my blog Representing Finite Groups Semisimply.