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physics

Ripple Component Recognition

Ever since doing research on sunglint at the Stevens' Light and Life Lab I've been fascinated by the simplest thing: wavy water surfaces. A favorite summertime activity of mine is to sit by a lake and watch the waves on the water's surface. Now, different people of different backgrounds and inclinations may see different things when they look at the water. I will explain here what I see, how I see it, and what thoughts the sight kindles for me.

Option Pricing and Brownian Motion

In the penultimate lecture of his Financial Markets course, entitled "Option Markets", Schiller discusses several important facets of financial options. I found his discussion of option pricing to be most intriguing, kindling thoughts relating to the physics of diffusion. Here I dump a few ideas I had on the subject, and hopefully I'll be able to flesh them out later on, either after doing some more research or with the help of someone knowledgeable in the subject (anyone?). My comments on diffusion are very rough, because I never studied that in school for some reason. Anyhow, here goes.