Monthly Archives: October 2015

Fast Binomial Option Pricing Model

Greetings to my blog readers! In this post I will share with you a fast Binomial Option Pricer. I’ve built this pricer without using trees or other bulky data structures and this is what makes it very fast. At the … Continue reading

Posted in C# Programming | Tagged ,

Executing a Python Script from a C# Program

Python is a great programming language. It also has fantastic libraries (e.g. numPy, sciPy, pandas, etc.) that can significantly simplify and speed-up development. So, it is no surprise that sometimes when considering a coding solution for some problem you scratch … Continue reading

Posted in C# Programming, Python Programming | Tagged ,