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Hi guys,
I'd like to invite everyone to this thread on Numerics. The idea is to present a numerical method/algorithm, analyze it, discuss quantitative finance use cases, share an implementation in a rapid-prototyping language.
I'll put all Julia code snippets on GitHub, you're welcome to give those ideas a crack!
I'd like to invite everyone to this thread on Numerics. The idea is to present a numerical method/algorithm, analyze it, discuss quantitative finance use cases, share an implementation in a rapid-prototyping language.
I'll put all Julia code snippets on GitHub, you're welcome to give those ideas a crack!
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