Tag Archives: finance

Absolute vs. Proportional Returns

Greetings, my blog readers! It will be a safe assumption to make that people who read my blogs work with data. In finance, the data is often in form of asset prices or other market indicators like implied volatility. Analyzing … Continue reading

Posted in Home, Numerical Analysis | Tagged ,

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 ,