We present here four mini-projects. In the first, we compare the five largest tech stocks (by market cap) against the S&P 500, and we find that the additional returns on the tech portfolio arguably justify the additional risk. In the second, we look closely at the returns of the tech stocks, and we find that their log returns are too thick tailed to be normal. In the third, we look at how call and put prices change under the Black-Scholes as we vary the time to expiration and the spot price, and we explain these trends using the Greeks. In the fourth, we looked at how stochastic volatility affects the profit distribution of a naive delta hedge.