Published onSeptember 16, 2024JAX for option pricing, IntroductionOptionsPythonWe discuss some of the basic functionality of the JAX library and use it to price European Options in the Black Scholes model.Read more →
Published onMay 21, 2021Finite Difference Pricing using EigenNumerical-MethodsI reproduce a simple finite difference calculation using Eigen.Read more →
Published onMay 11, 2021Blog Framework in GatsbyJavascriptReactI review some of the challenges I faced porting my blog from Pelican to GatsbyRead more →
Published onApril 27, 2020Automating the Binding Process in Cython, Part 2CythonWe continue to discuss an approach towards automating the writing of Cython bindings. We focus on generating pyx files.Read more →
Published onMarch 10, 2020Cython Bindings in PyQLCythonWe review the general approach to Cython bindings in the PyQL library.Read more →