About

I’m Sebastian Lech. These pages collect my working notes on probability theory, mathematics, and quantitative finance.

I’m currently reading Feller’s An Introduction to Probability Theory and Its Applications and extending the problems with a quant finance lens — connecting the classical theory to derivatives pricing, portfolio risk, and stochastic processes.

Previously I’ve written about linear algebra (SVD, eigendecomposition) and time series applied to financial data.

Contact: lech.sebastianp@gmail.com GitHub: SebastianLech