Posts 2024-01-21 Price of a Power Call Option 2024-01-02 STL Algorithms 2023-12-19 C++ Refresher - Part 2 2023-12-18 C++ Refresher - Part 1 2023-11-26 Implementing Vanna Volga 2023-11-19 Exploring Option Greeks 2023-11-19 Garman Kohlhagen for European Vanilla FX Options 2023-11-16 Pricing a Quanto 2023-11-15 The Black Scholes Formula for a European Call 2023-11-01 Vasicek Model 2023-10-29 The Black-Scholes PDE 2023-09-14 [Quant Interviews] probability puzzles 2023-09-09 Numerical methods for ODEs 2023-07-02 Partial Differential Equations 2023-04-29 Stochastic Calculus 2022-03-29 Real Analysis