This site describes my personal research notes on mathematics. I have a vague desire to write a book on mathematics someday, but at the moment I don’t have any particular topic I want to write about, and I have forgotten much of what I learned in the past. Therefore, the purpose of this blog is to take notes on what I research during the process of review and study, with the intention that others will read it, and ultimately to decide on a theme and write a book.
After graduating from the Department of Economics at a Japanese national university, the author worked at a software vendor designing and developing trading systems for fixed incomes and derivatives. I have written several (non-peer reviewed) papers on financial engineering and, for some reason, a book on quantum mechanics. I would like to think that I am good at math, because I use the mathematics used in financial engineering, such as stochastic calculus and optimization, on a daily basis in my work. However, despite having spent a lot of time and effort studying it for many years, I must honestly say that mathematics is still a mysterious subject to me, and I cannot say that I truly understand it.
Furthermore, I do not have any academic career, nor can I expect to have one in the future. And I feel like I’m no longer the kind of person who doesn’t understand how society works well enough to dream about academic career. Therefore, although it may not be a meaningful research activity, my goal for the next three years or so is to come to a temporary conclusion about a thing that has been my obsession and has consumed so much of my life. Perhaps that effort is this blog and the book I will eventually complete.
I specializes in financial engineering, and has been studying physics on my own for the past three years, and believes I have come to understand it quite well. I intend to introduce the contents of the papers and books I have written on this site. Therefore, I intend to write about any information or ideas that interest me not only in mathematics but also in physics and financial engineering. For the reasons above, this site may end up being quite disjointed, but I hope that I can bring myself a little closer to a state where I can truly feel that I understand mathematics by writing this blog.
Finally, the articles on this blog will likely be written through a process of trial and error, and if there are any errors or I am dissatisfied with what I have written in the past, I will not hesitate to rewrite it. Rather than being a blog that provides information and knowledge, it may end up being more of a place for the author to store my thoughts. It may no longer be useful in terms of providing readers with useful information or knowledge, but I would be happy if some people find it interesting and read it.