Course Notes

These are typeset course notes from most (but not all1) of the courses I took as an undergrad at the University of Waterloo and as a PhD student at the University of Toronto.

Virtually all of them were created by scanning my handwritten notes, using a combination of LLMs and manual transcription to convert them into digital format. The rough process was as follows:

  1. Scan the handwritten notes.
  2. Use LLMs to assist with transcription and converting bullet notes into structured digital format.
  3. Manually review and correct the digital versions, ensuring accuracy and adherence to a consistent style guide.
  4. Organize and upload the finished notes.

Step 3 was by far the most time-consuming: from formatting to proofreading to wording changes2 to correcting many errors (hopefully not at the cost of new ones) and adding missing assumptions or arguments, to fiddling with the vast array of TikZ figures to make them look right, to ensuring an exact and consistent visual style, to (attempting to) lightly boost the content of some of the more mundane sections. Although LLMs greatly assisted with a lot of the grunt work, there was still a huge amount of manual effort required; the whole project took around eight months of fairly consistent effort in my spare time.

However, it was a labour of love, and also very nostalgic. I was inspired by several students of yesteryear whose own typeset notes had helped me considerably during my studies (something that seems to be a relatively common tradition among Waterloo Math and CS students). I give special mention to M.L. Baker, whose collection of exceedingly detailed MATH and PMATH notes was legendary among my classmates. In that spirit, I'm paying it forward, and I hope that the next generation of students can similarly benefit from these.

Many of the course instructors have since retired or moved on, and the notes therefore may not directly match the current course content; several of the courses at Waterloo, in particular, have undergone substantial curriculum changes since I took them. Nevertheless, I've tried to make the notes reasonably self-contained so that they can also be used as independent study resources. As part of that effort, I've added some additional explanations, included solutions to problems or completions of proofs originally left as exercises, inserted many additional figures, and made a number of other enhancements to improve clarity and completeness.

While I've tried throughout to make the notes as accurate and clear as possible, it should go without saying that there are almost certainly errors, omissions, and inconsistencies here and there.3 If you spot one, please let me know so that I can correct it (and give you credit). To be on the safe side: blame any bad things on me, and credit any good things to the original course instructors.4 My immense gratitude goes out to the instructors who in most cases designed the courses and the material with great care and expertise; the quality of the underlying content and structure in these notes is a reflection of their work.

For the most part, I have tried not to reproduce slides or board notes completely verbatim. Nevertheless, the content is ultimately derived from material presented in the courses. If you're an instructor who taught one of these courses and you really really want me to remove any content, please contact me and I will begrudgingly happily do what I can (although I do reserve the right to include a passive-aggressive note explaining the removal).

To any Waterloo students from my generation who happen to stumble across this page: my notes for MATH 146 (Winter 2013), MATH 148 (Winter 2013), MATH 245 (Spring 2013), STAT 330 (Winter 2015), and PMATH 365 (Winter 2016) are either partially or completely lost. If you happen to have notes from any of these specific offerings, or know someone who does, I'd be very grateful if you could share them with me so that I can complete the collection. Full credit will, of course, be provided.

University of Waterloo

ACTSC 231 Mathematics of Finance Fall 2013
ACTSC 371 Corporate Finance I Winter 2014
ACTSC 372 Corporate Finance II Spring 2014
ACTSC 445 Quantitative Risk Management Fall 2015
ACTSC 446 Mathematical Models for Finance Winter 2015
AFM 131 Introduction to Business in North America Winter 2013
AMATH 350 Differential Equations for Business and Economics Winter 2015
CO 250 Introduction to Optimization Winter 2014
CO 372 Portfolio Optimization Models Fall 2014
CS 371 Introduction to Computational Mathematics Winter 2016
CS 476 Numeric Computation for Financial Modelling Winter 2015
ECON 201 Microeconomic Theory I Fall 2015
ECON 202 Macroeconomic Theory I Winter 2016
MATH 145 Algebra (Advanced Level) Fall 2012
MATH 146 Linear Algebra 1 (Advanced Level) Winter 2013
Description (lost)
MATH 147 Calculus I (Advanced Level) Fall 2012
MATH 148 Calculus 2 (Advanced Level) Winter 2013
Description (lost)
MATH 245 Linear Algebra 2 (Advanced Level) Spring 2013
Description (lost)
MATH 247 Calculus III (Advanced Level) Fall 2013
MATH 249 Introduction to Combinatorics (Advanced) Fall 2015
PMATH 334 Rings and Fields with Applications Winter 2016
PMATH 336 Group Theory with Applications Fall 2015
PMATH 340 Elementary Number Theory Fall 2015
PMATH 348 Fields and Galois Theory Winter 2015
PMATH 351 Real Analysis Fall 2014
PMATH 352 Complex Analysis Winter 2014
PMATH 365 Elementary Differential Geometry Winter 2016
Description (lost)
PMATH 450 Lebesgue Integration and Fourier Analysis Winter 2015
PMATH 451 Measure and Integration Winter 2016
STAT 240 Probability (Advanced Level) Fall 2013
STAT 241 Statistics (Advanced Level) Winter 2014
STAT 330 Mathematical Statistics Winter 2015
Description (lost)
STAT 331 Applied Linear Models Spring 2014
STAT 332 Sampling and Experimental Design Winter 2016
STAT 333 Applied Probability Spring 2014
STAT 340 Computer Simulation of Complex Systems Winter 2015
STAT 431 Generalized Linear Models Winter 2016
STAT 433 Stochastic Processes Fall 2014
STAT 443 Forecasting Fall 2014
STAT 946 An Introduction to Copula Modeling Spring 2016

University of Toronto

MAT 1128H Topics in Probability: Random Planar Geometry and Random Matrices Winter 2021
MAT 1601H Graduate Probability II Winter 2019
STA 2101H Methods of Applied Statistics I Fall 2018
STA 2111H Graduate Probability I Fall 2018
STA 2201H Methods of Applied Statistics II Winter 2019
STA 3000Y Advanced Theory of Statistics (I) Fall 2018
STA 3000Y Advanced Theory of Statistics (II) Winter 2019
STA 3431H Monte Carlo Methods Fall 2019
STA 4508H Topics in Likelihood Inference Winter 2022
STA 4519H Optimal Transport: Theory and Algorithms Fall 2019
STA 4528H Dependence Modelling Winter 2021
STA 4531H Information Geometry Fall 2022
  1. The list here excludes a few other courses that I took at Waterloo but elected not to typeset because I saw little value in doing so: ECON 101, AFM 101, AFM 102, GERMAN 101, RUSS 101, and MUSIC 270.

  2. This included the removal of lots of profanity (mostly not the instructors'...).

  3. As mentioned above, I used LLMs as a first pass in converting my scribbled bullet form notes into proper prose, which I then reviewed and edited to create a more natural voice and flow; while I tried my best to review and edit the output extensively, in the sheer volume of content it's possible that some AI-coded language did make its way through.

  4. There may also be a few somewhat opinionated remarks scattered throughout the notes — these should definitely not be attributed to the original course instructors.