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Long-distance running on bits

Wednesday, October 10, 2018

Wilmott : Software Interoperability in Computational Finance, Part II: Applications to Derivatives Pricing in C++11 and C#

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"With an anxiety that almost amounted to agony, I collected the instruments of life around me, that I might infuse a spark of being int...
Wednesday, August 15, 2018

Wilmott : Software Interoperability in Computational Finance, Part I: Foundations for Applications Using C++11 and C# in the .NET Framework

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I have been granted an honor to publish our technical paper on Wilmott Quantitative Finance Journal with Daniel J. Duffy . The second p...
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