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Showing posts with label Strategy Design Pattern. Show all posts
Showing posts with label Strategy Design Pattern. Show all posts
Friday, March 20, 2020

Python: implementing Strategy design pattern without class hierarchy

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The essence of Strategy  design pattern is to enable algorithm selection to happen at run-time. Assume we would have the following two simpl...
2 comments:
Tuesday, January 28, 2014

Pricing equity basket option with Monte Carlo in VBA

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Within the last three postings, I have been chewing the creation of correlated random numbers with Gaussian Copula model and some efficiency...
7 comments:
Thursday, June 13, 2013

Implementing binomial solver design in VBA

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In this long post, I will open up my current implementation for binomial option solver . The reader is expected to be familiar and comfortab...
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