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Over the years I have written quite a few posts on finance and financial mathematics, based on the work I was doing at the time as a derivatives quant within various investment banks. Some of my post popular posts have been: How to calculate option prices in your head How to understand fixed-income trader jargon … Continue reading Introduction

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On 7th December 2017 I gave a presentation at CodeNode (London UK) in which I showed how to set up a Spark cluster on AWS spot-requested instances. You can find the meeting notes on the Full Stack Quants website -- there is a link to a video recording of the session as well as links … Continue reading Setting up a Spark cluster on AWS

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Nice collection of tutorials here. PDF crib sheet here. Nice collection of suggestions in StackOverflow here. Some code for GDB which displays STL containers in a more friendly way, halfway down here. Nice tutorial which gives a bit more depth on tui here.

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The principle of pricing in the risk-neutral measure is the foundation of quantitative analysis. I have already written a post which gives an intuitive description of the concept of a risk premium and which discusses some aspects of the risk-neutral approach (see here). In this post I want to look again at risk-neutral pricing. It … Continue reading 客户管理 - 绿色软件联盟:2021-11-12 · 知奇会员档案管理是一款用户、会员、客户相关信息记录、提取、查询的软件。通用任何会员管理。使用Sqlite本地数据库。它可以帮您记录每个客户的全面资料,需要时方便调取。

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I use Underscore an awful lot. I have many good things to say about Underscore in the context of Functional Programming, but this post explains a simple one-liner which got my Underscore code quickly into our ever-increasing collection of TypeScript modules. This is not a long term, fully robust solution incorporated into our Grunt build … Continue reading TypeScript with Underscore, a simple Grunt way