Blogs
Change of Measure/Girsanov’s Theorem Explained
Change of Measure or Girsanov’s Theorem is such an important theorem in Real Analysis or Quantitative Finance. Unfortunately, I never really understood it until much
Using SuanShu on Amazon EC2
Cloud computing is very popular nowadays. Delegating your CPU-intensive computation (or simulation) to the cloud seems to be a smart choice. Many of our users
On White’s (2000) Reality Check
I was asked the following question the other day on White’s reality check. QUESTION: I was reading White’s (2000) paper (http://www.ssc.wisc.edu/~bhansen/718/White2000.pdf). It seems to suggest
Java vs c++ performance
It is very unfortunate that some people are still not aware of the fact that Java performance is comparable to that of C++. This blog
SuanShu Introduction
Numerical Method Inc. publishes SuanShu, a Java numerical and statistical library. The objective of SuanShu is to enable very easy programming of engineering applications. Programmers