Angel Investing in London – CityMeetsTech

I attended the CityMeetsTech event yesterday evening at the new Google Campus on Bonhill Street, EC2. The event was advertised as an opportunity for selected tech start-ups to pitch to angel investors.  Each start-up to be given 3 minutes to pitch their slide deck and then 2 minutes for questions and onto the next. See […]

Elegant Inelegance: Algorithm 199

I recently experimented with JSR-310’s LocalDate class (v0.6.3). I found it a little slow mainly because it computes the Julian date on the fly, which does not suit my application. So unfortunately I started to roll my own LocalDate, preserving as much as possible the JSR-310’s API. When it came to implement a conversion from yyyy-mm-dd […]

Analytic Implied Basis Point Volatility

Basis point volatility, or simply ‘BP Vol’, refers to the volatility parameter of the Normal, or Bachelier, model, $$dF=\sigma dW$$ I was interested to implement the implied volatility calculation using the analytic approximation of J. Choi, K Kim and M. Kwak (2009), “Numerical Approximation of the Implied Volatility Under Arithmetic Brownian Motion”, Applied Math. Finance, 16(3), pp. […]

Getting started with LaTeX in WordPress

To get started with writing math within WordPress, I thought I would try using the JetPack plugin, it appeared to be the easiest to install (hosting on bluehost). This was not a good use of time, I should have just tried to get mathjax up and running, which in the end was not too complicated. There […]