OTC Derivatives for Fund Management Conference
On November 14th I was invited to speak on a panel at the Osney Media OTC Derivatives Fund Management Conference. The panel discussion before mine was titled “Focusing on counterparty risk in the new CCP world”. A number of interesting points were made by the panelists. LCH SwapClear stated that the Lehman’s default was handled […]
Dragon4 and Grisu3: algorithms to display floating point numbers
I recently encountered a reference to algorithms called Dragon4 and Grisu3; curious as to what they were I read an enlightening blog “Here be dragons: advances in problems you didn’t even know you had”. I was quite astonished that the display of floating point numbers was even a difficult problem and that there was a […]