ScienceGuy

Mucormycosis is uncommon and is largely confined to patients with serious pre-existing diseases Mucormycosis originating in paranasal sinuses and nose predominantly affects patients with poorly controlled diabetes mellitus. Patients who have undergone organ transplantation, who have a hematologic malignancy or who are receiving long-term deferoxamine therapy are predisposed to mucormycosis of either sinus or lung. The survival rate is found to be rare among patients who have received deferoxamine and among those with pulmonary, gastrointestinal or disseminated mucormycosis In all forms of mucormycosis, vascular invasion by hyphae is found to be a prominent feature. It has been suggested that the regulation of diabetes mellitus and a decrease in the dose of immune-suppressive drugs facilitate treatment. Intravenous amphotericin B has been found to be clearly of value. Although immune-suppressants will weaken the defence mechanism of the body and make it difficult to recover, but the p

This course is the advanced level course offered by Ecole Polytechnique discusses interest rates and many related contracts like floating, fixed bonds, zero-coupon bonds, swaptions, caps, floors, swaps, forwards and futures. It discusses how the bond portfolio could be hedged and the importance of forward, yield curves. We also learn the estimation of yield curves based on market data of different instruments. The course furthers towards stochastic calculus, which aids in later modules where various financial derivative-pricing models are discussed. Click here  to read my notes Click here for solutions 1. Module-1     I. Interest rate and discount bonds     II. Forward and Future rates     III. Coupon bonds and interest swaps     IV. Duration and convexity     V. Market conventions 2. Module-2     I. Bootstraping example     II. Exact methods     III. Smoothing methods     IV. Principal Component Analysis 3. Module-3      I. Stochastic calculus     II. Short rate models     III. Heath

This Wharton's course teaches about the fundamentals of quantitative modelling. It is beneficial because these fundamental blocks could be added to form a more complex model at a later stage to solve various business issues. Click here  to read my notes 1. Module-1     I. Introduction          - How models are used in practice          - Key steps in modelling     II. Vocabulary for modelling     III. Mathematical functions 2. Module-2     I. Introduction to linear models     II. Growth in Discrete-time - Constant Proportionate Growth model     III. Present and Future value - Discrete-time     IV. Present and Future value - Continuous-time     V. Optimization 3. Module-3      I. Probabilistic models         - Regression models         - Probability trees         - Monte Carlo simulation         - Markov models 4. Module-4     I. Regression models          - Use of regression model          - Interpretation of coefficients          - R squared error and RMSE               - Fitting

T hese notes would be beneficial to individuals to understand the very basics of the Brownian Motion, which eventually would aid in understanding stochastic calculus. The notes have been made from the lectures of profbillbyrne. The notes are available here . Some other sources to understand Brownian motion and stochastic calculus, 1.  profbillbyrne 2.  quantpie 3.  Mathspartner 4. FinMath Simplified

  Notes have been made on the basis of lecture BEM1105X - Caltech. Course playlist can be found here