Sebastian Lech
Notes on probability, mathematics, and quantitative finance.
I’m working through probability theory and its applications, with a focus on the mathematical foundations that underpin quantitative finance. These pages are my working notes — definitions, proofs, problem sets, and Python explorations.
Currently working through: Feller, An Introduction to Probability Theory and Its Applications, Vol. 1.
Notes
Conceptual notes organised by topic and chapter.
Probability Theory
| Chapter | Topic |
|---|---|
| 1 — The Sample Space | Sample spaces, events, combinatorics |
Working Problems
Problem sets with solutions, sourced from Feller with quant finance extensions.
Probability — Feller Vol. 1
| Problem Set | Topics |
|---|---|
| Chapter 1 | Sample spaces, counting, conditional probability |
Notebooks
Jupyter notebooks — data analysis, visualisation, and applied projects.
Add your notebooks to notebooks/ and they’ll appear here.