#### Programming

Building the $1.4mln TSA app in 20 seconds! April 6, 2016

C++ non-central Chi2 distributed random samples August 5, 2015

Parallel Mean and Covariance Algorithm in C++ November 30, 2013

Multi-threaded Monte Carlo simulations in C++11 September 8, 2013

High Quality C++ Parallel Random Number Generator September 6, 2013

Hilbert Curves in R December 19, 2012

Generic Antithetic sampling in C++ with an Antithetic sampling Adaptor June 15, 2012

Lagged XOR Engine Adaptor in C++ for Generating Parallel Random Number Streams March 22, 2012

Generating Random Numbers in C++ with Boost.Random March 19, 2012

Generating Random Numbers in C++ with the native TR1 implementation March 19, 2012

A Simple and Extremely Fast C++ Template for Matrices and Tensors May 31, 2011

#### Financial Engineering

Is this coin giving more heads than the other one? June 5, 2012

Is this coin fair? June 5, 2012

Some Experiments with our Non-Linear Denoising Algorithm June 5, 2012

Light Intensity Modelling For Electricity Forward Curves April 5, 2012

The Distribution of The Sample Correlation March 12, 2012

Generating Correlated Random Numbers February 29, 2012

An Internally Consistent Interpolation Method for Yield Curves November 11, 2011

Calculating Correlation and Means with Missing Data June 3, 2011

Asset Optimization for a water utility May 29, 2011

Calibrating the Ornstein-Uhlenbeck (Vasicek) model May 28, 2011