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Thoughts, stories and ideas.

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HJM No-Arbitrage Drift Condition

In late 1980s David Heath, Robert Jarrow and Andrew Morton worked on interest rate framework which would unify the theory for valuing contingent claims under a »

quanttrader quanttrader on hjm model, no arbitrage, drift condition 22 November 2015

Interesting Articles (Psychology)

Some interesting articles in psychology on BBC's website. Worth reading. The Hidden Tricks of Persuasion The Subtle Science of Selling Press Me! The Buttons That Lie »

quanttrader quanttrader on psychology, persuasion, science of selling 24 May 2015

Amazon AWS and iPython Notebook

Amazon Web Services (AWS) offer easy-to-use and cheap cloud computing on demand - the elastic cloud computing (EC2). I've been using it for several of my »

quanttrader quanttrader on cuda, aws, amazon web services, ipython, theano, gpu 23 May 2015

Simple Monte Carlo With Thrust

We have already shown before how to set up CUDA in both Windows and Linux environment and how to create a simple project. Today we will »

quanttrader quanttrader on random numbers, thrust, transform_reduce, cuda, monte carlo, sobol, mersenne twister 07 February 2015

Adding LaTeX Support in Ghost

In the previous post we described the process of adding nice syntax highlighting in Ghost blog. We are missing one more important step to make a »

quanttrader quanttrader 13 December 2014
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