• Modern Programming Language for Monte-Carlo Apr 18, 2015
• Flat Volatility Surfaces & Discrete Dividends Nov 25, 2014
• Machine Learning & Quantitative Finance Nov 18, 2014
• Pseudo-Random vs Quasi-Random Numbers Nov 12, 2014
• Integrating an oscillatory function Nov 5, 2014
• Barrier options under negative rates: complex numbers to the rescue Oct 2, 2014
• Asymptotic Behavior of SVI vs SABR Sep 23, 2014
• SVI and long maturities issues Aug 1, 2014
• More SVI Initial Guesses Jul 31, 2014
• Another SVI Initial Guess Jul 29, 2014
• Martin Odersky teaches Scala to the Masses Sep 17, 2013
• Setting Values in Java Enum - A Bad Idea Sep 12, 2013
• Julia and the Cumulative Normal Distribution Aug 13, 2013
• Octave vs Scilab for PDEs in Finance Jul 30, 2013
• Scala Build Tool : SBT Jun 19, 2013
• Simple 'Can Scala Do This?' Questions Jun 11, 2013
• From Double Precision Normal Density to Double Precision Cumulative Normal Distribution Apr 2, 2013
• Cracking the Double Precision Gaussian Puzzle Mar 22, 2013
• Scala is Mad (part 2) Feb 13, 2013
• Scala is Mad Dec 12, 2012
• Scala Again Feb 6, 2012
• A Very Interesting Feature of Scala Aug 7, 2010