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Mathematics and Financial Derivatives

Warren Buffet, considered by many to be the most successful investor of the 20th century, has called derivatives financial weapons of mass destruction (see link). As a matter of fact,…

Post published:11 April 2019

Monte Carlo Methods in Action

As we said in the previous post, despite their many applications, all Monte Carlo methods fall roughly into three families: numerical integration, optimization, generation of probability distributions. Let's look at…

Post published:26 May 2017

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