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Long-distance running on bits
Showing posts with label
Lambda
.
Show all posts
Showing posts with label
Lambda
.
Show all posts
Friday, April 26, 2019
Python: Path Generator for Correlated Processes
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One reader was interested to know, how to simulate correlated asset paths by using just Python libraries, without using QuantLib. This blog ...
Sunday, February 10, 2019
C++/Python: Creating Python Wrapper for C++ Class by Using SWIG
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If the need sometimes arises, existing C++ libraries can be interfaced relatively easy to be used in Python by using SWIG wrapper. SWIG sta...
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Sunday, August 6, 2017
C++11 : modelling one-factor processes using functional programming paradigm
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There was an interesting technical article on July 2017 Wilmott magazine written by Daniel Duffy and Avi Palley. This multi-page article w...
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