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"https://chasethedevil.github.io/post/on-quasi-random-numbers---mersennetwister-vs-sobol-precision-in-asian-option-pricing/", "published_at": "2009-05-05T15:02:00+00:00" }, { "id": "01a0875e-6224-7065-8f11-351540142b43", "title": "Java Logging Still Crap in 2009", "url": "https://chasethedevil.github.io/post/java-logging-still-crap-in-2009/", "published_at": "2009-04-24T15:01:00+00:00" }, { "id": "01a0875e-6224-7065-8f11-351540551a2e", "title": "Bachelier vs. Black", "url": "https://chasethedevil.github.io/post/bachelier-vs.-black/", "published_at": "2009-03-23T17:58:00+00:00" }, { "id": "01a0875e-6224-7065-8f11-351540f246cd", "title": "Linux Audio State = Miserable", "url": "https://chasethedevil.github.io/post/linux-audio-state--miserable/", "published_at": "2009-03-19T12:39:00+00:00" }, { "id": "01a0875e-6224-7065-8f11-3515415eeaf6", "title": "Senior Developers Team Productivity X4 (from MS Research Paper)", "url": "https://chasethedevil.github.io/post/senior-developers-team-productivity-x4-from-ms-research-paper/", "published_at": "2009-02-10T10:44:00+00:00" }, { "id": "01a0875e-6224-7065-8f11-3515418336ed", "title": "The End Of Rings Around Plain Java - A Better Concurrency Test", "url": "https://chasethedevil.github.io/post/the-end-of-rings-around-plain-java---a-better-concurrency-test/", "published_at": "2009-01-15T15:54:00+00:00" }, { "id": "01a0875e-6224-7065-8f11-35154214d61e", "title": "Object Oriented Analysis And Design with Applications Book Review", "url": "https://chasethedevil.github.io/post/object-oriented-analysis-and-design-with-applications-book-review/", "published_at": "2009-01-08T17:24:00+00:00" }, { "id": "01a0875e-6224-7065-8f11-3515424ceae0", "title": "Running Rings Around Plain Java - The Killer Code", "url": "https://chasethedevil.github.io/post/running-rings-around-plain-java---the-killer-code/", "published_at": "2009-01-08T13:21:00+00:00" }, { "id": "01a0875e-6224-7065-8f11-351542be6e77", "title": "Running rings around plain Java", "url": "https://chasethedevil.github.io/post/running-rings-around-plain-java/", "published_at": "2009-01-08T12:26:00+00:00" }, { "id": "01a0875e-6224-7065-8f11-351542fed475", "title": "More Double Troubles", "url": "https://chasethedevil.github.io/post/more-double-troubles/", "published_at": "2009-01-06T12:12:00+00:00" }, { "id": "01a0875e-6224-7065-8f11-35154386e5a6", "title": "Java Programmers Are Idiots?", "url": "https://chasethedevil.github.io/post/java-programmers-are-idiots/", "published_at": "2008-12-17T20:16:00+00:00" }, { "id": "01a0875e-6224-7065-8f11-351544303f89", "title": "Double.NaN Is Evil", "url": "https://chasethedevil.github.io/post/double.nan-is-evil/", "published_at": "2008-12-09T16:23:00+00:00" }, { "id": "01a0875e-6224-7065-8f11-3515449ee2e3", "title": "Grails Spring Union Not Surprising", "url": "https://chasethedevil.github.io/post/grails-spring-union-not-surprising/", "published_at": "2008-11-27T17:18:00+00:00" }, { "id": "01a0875e-6224-7065-8f11-351544cb8de4", "title": "Java Is Dead", "url": "https://chasethedevil.github.io/post/java-is-dead/", "published_at": "2008-11-21T20:24:00+00:00" }, { "id": "01a0875e-6224-7065-8f11-3515451f8dbc", "title": "Why ArchLinux Is Better Than Ubuntu", "url": "https://chasethedevil.github.io/post/why-archlinux-is-better-than-ubuntu/", "published_at": "2008-11-14T10:41:00+00:00" }, { "id": "01a0875e-6224-7065-8f11-3515457edc2f", "title": "KDE 4.1.3 (again) on ArchLinux", "url": "https://chasethedevil.github.io/post/kde-4.1.3-again-on-archlinux/", "published_at": "2008-11-08T15:54:00+00:00" }, { "id": "01a0875e-6224-7065-8f11-351546432b67", "title": "Stupid Programmer Interviews", "url": "https://chasethedevil.github.io/post/stupid-programmer-interviews/", "published_at": "2008-09-17T10:56:00+00:00" }, { "id": "01a0875e-6224-7065-8f11-3515465cf396", "title": "The Art of Multiprocessor Programming Book Review", "url": "https://chasethedevil.github.io/post/the-art-of-multiprocessor-programming-book-review/", "published_at": "2008-09-11T19:32:00+00:00" }, { "id": "01a0875e-6224-7065-8f11-3515468f0264", "title": "OO Desillusion", "url": "https://chasethedevil.github.io/post/oo-desillusion/", "published_at": "2008-08-28T17:00:00+00:00" }, { "id": "01a0875e-6224-7065-8f11-35154760ab91", "title": "Linus vs OpenBSD", "url": "https://chasethedevil.github.io/post/linus-vs-openbsd/", "published_at": "2008-07-17T11:38:00+00:00" }, { "id": "01a0875e-6224-7065-8f11-3515480822ac", "title": "Suse 11 with KDE4", "url": "https://chasethedevil.github.io/post/suse-11-with-kde4/", "published_at": "2008-07-17T11:38:00+00:00" }, { "id": "01a0875e-6224-7065-8f11-3515481c7f20", "title": "Java Compilation Performance / Processor Speed", "url": "https://chasethedevil.github.io/post/java-compilation-performance--processor-speed/", "published_at": "2008-07-01T19:50:00+00:00" }, { "id": "01a0875e-6224-7065-8f11-351548c234cb", "title": "Firefox 3", "url": "https://chasethedevil.github.io/post/firefox-3/", "published_at": "2008-06-18T11:26:00+00:00" }, { "id": "01a0875e-6224-7065-8f11-3515490beb69", "title": "Trying Google AppEngine", "url": "https://chasethedevil.github.io/post/trying-google-appengine/", "published_at": "2008-06-17T19:26:00+00:00" }, { "id": "01a0875e-6224-7065-8f11-351549383128", "title": "Option, Futures and Other Derivatives Book Review", "url": "https://chasethedevil.github.io/post/option-futures-and-other-derivatives-book-review/", "published_at": "2008-06-16T17:06:00+00:00" }, { "id": "01a0875e-6224-7065-8f11-3515498f3ccf", "title": "Structured Equity Derivatives Book Review", "url": "https://chasethedevil.github.io/post/structured-equity-derivatives-book-review/", "published_at": "2008-06-16T16:55:00+00:00" } ] posts Claim your blog

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2013

SABR with Andreasen-Huge original ↗

24 May 2013

Large Steps in Schobel-Zhu/Heston the Lazy Way original ↗

17 May 2013

Exact Forward in Monte-Carlo original ↗

13 May 2013

Quasi Monte Carlo in Finance original ↗

13 May 2013

Time Estimates in Software Development original ↗

7 May 2013

Upper Bounds in American Monte-Carlo original ↗

30 Apr 2013

The Wonderful UN original ↗

24 Apr 2013

Moved From Dropbox to Ubuntu One original ↗

23 Apr 2013

Quasi Monte-Carlo & Longstaff-Schwartz American Option price original ↗

22 Apr 2013

A Fast Exponential Function in Java original ↗

19 Apr 2013

Root finding in Lord Kahl Method to Compute Heston Call Price (Part III)original ↗

12 Apr 2013

Root finding in Lord Kahl Method to Compute Heston Call Price (Part II)original ↗

11 Apr 2013

Root finding in Lord Kahl Method to Compute Heston Call Price original ↗

9 Apr 2013

From Double Precision Normal Density to Double Precision Cumulative Normal Distribution original ↗

2 Apr 2013

Cracking the Double Precision Gaussian Puzzle original ↗

22 Mar 2013

A Double Precision Puzzle with the Gaussian original ↗

20 Mar 2013

A Seasoned Volatility Swap original ↗

14 Mar 2013

A Volatility Swap and a Straddle original ↗

12 Mar 2013

Parallel Can Be Slower original ↗

13 Feb 2013

Scala is Mad (part 2)original ↗

13 Feb 2013

From OpenSuse to Ubuntu 13.04 original ↗

1 Feb 2013

Productivity Zero original ↗

24 Jan 2013

Better Finite Difference Boundaries with a Tridiagonal Solver original ↗

10 Jan 2013

Non Central Chi Squared Distribution in Java or Scala original ↗

3 Jan 2013

2012

Finite Difference Approximation of Derivatives original ↗

21 Dec 2012

A Discontinuity original ↗

12 Dec 2012

Scala is Mad original ↗

12 Dec 2012

Local Volatility Delta & Dynamic original ↗

29 Nov 2012

OpenSuse 12.2 original ↗

14 Nov 2012

GPU computing in Finance original ↗

15 Oct 2012

Pretty Fonts in Chrome with Linux original ↗

12 Sept 2012

Fedora 17 vs Ubuntu 12.04 original ↗

12 Sept 2012

Binary Voting original ↗

7 Sept 2012

Moving The Needle original ↗

21 Aug 2012

When solar panels don't work original ↗

21 Aug 2012

Excel Bulk Entry of Jira using Apache HttpClient & POI original ↗

31 Jul 2012

Keyboard Porn original ↗

30 Jul 2012

Adaptive Quadrature for Pricing European Option with Heston original ↗

25 Jun 2012

Gnome Shell more stable than Unity on Ubuntu 12.04 original ↗

14 Jun 2012

John Carmack on Parallelism original ↗

27 Apr 2012

Google Galaxy Nexus Sound Quality Is Great original ↗

27 Mar 2012

Why primitive arrays matter in Java original ↗

29 Feb 2012

Scala Again original ↗

6 Feb 2012

KDE 4.8 finally has a dock original ↗

27 Jan 2012

List of companies where I have been an employee original ↗

11 Jan 2012

Generating random numbers following a given discrete probability distribution original ↗

9 Jan 2012

2011

Quant Interview & Education original ↗

21 Dec 2011

Gnome 3 not so crap after all original ↗

30 Nov 2011

Good & Popular Algorithms are Simple original ↗

17 Nov 2011

Gnome 3, Unity, Crap original ↗

17 Aug 2011

Carmack & GPGPU programming original ↗

14 Aug 2011

exp(y*log(x)) Much Faster than Math.pow(x,y)original ↗

8 Apr 2011

Best Headphones Ever?original ↗

6 Apr 2011

SIMD and Mersenne-Twister original ↗

5 Feb 2011

XORWOW L'ecuyer TestU01 Results original ↗

12 Jan 2011

The CUDA Performance Myth original ↗

3 Jan 2011

2010

Firefox 4 Is Great original ↗

22 Dec 2010

Another Look at Java Matrix Libraries original ↗

29 Nov 2010

Java enum Is Evil original ↗

12 Aug 2010

A Very Interesting Feature of Scala original ↗

7 Aug 2010

Street Fighting Mathematics Book original ↗

28 Jul 2010

Bye Bye Firefox original ↗

21 Jul 2010

Diffusion Limited Aggregation Applet original ↗

9 Jun 2010

2009

Java & 3D Surface original ↗

18 Dec 2009

double[][] Is Fine original ↗

26 Nov 2009

The Pain of Java Matrix Libraries original ↗

26 Nov 2009

Java Calendar Is Broken On JVM Upgrade original ↗

19 Aug 2009

Implicit Finite Differences Method For Pricing Barrier Option original ↗

17 Aug 2009

Pulseaudio Nightmares - Pure ALSA to the Rescue original ↗

27 Jun 2009

Java int Overflow Behavior original ↗

15 Jun 2009

Static Fields and Inheritance original ↗

15 Jun 2009

Benchmarking Languages Is Difficult original ↗

3 Jun 2009

Cholesky & Jakarta Commons Math original ↗

15 May 2009

Hull American Option Price Fallacies original ↗

15 May 2009

On Quasi Random Numbers - MersenneTwister vs Sobol precision in Asian Option Pricing original ↗

5 May 2009

Java Logging Still Crap in 2009 original ↗

24 Apr 2009

Bachelier vs. Black original ↗

23 Mar 2009

Linux Audio State = Miserable original ↗

19 Mar 2009

Senior Developers Team Productivity X4 (from MS Research Paper)original ↗

10 Feb 2009

The End Of Rings Around Plain Java - A Better Concurrency Test original ↗

15 Jan 2009

Object Oriented Analysis And Design with Applications Book Review original ↗

8 Jan 2009

Running Rings Around Plain Java - The Killer Code original ↗

8 Jan 2009

Running rings around plain Java original ↗

8 Jan 2009

More Double Troubles original ↗

6 Jan 2009

2008

Java Programmers Are Idiots?original ↗

17 Dec 2008

Double.NaN Is Evil original ↗

9 Dec 2008

Grails Spring Union Not Surprising original ↗

27 Nov 2008

Java Is Dead original ↗

21 Nov 2008

Why ArchLinux Is Better Than Ubuntu original ↗

14 Nov 2008

KDE 4.1.3 (again) on ArchLinux original ↗

8 Nov 2008

Stupid Programmer Interviews original ↗

17 Sept 2008

The Art of Multiprocessor Programming Book Review original ↗

11 Sept 2008

OO Desillusion original ↗

28 Aug 2008

Linus vs OpenBSD original ↗

17 Jul 2008

Suse 11 with KDE4 original ↗

17 Jul 2008

Java Compilation Performance / Processor Speed original ↗

1 Jul 2008

Firefox 3 original ↗

18 Jun 2008

Trying Google AppEngine original ↗

17 Jun 2008

Option, Futures and Other Derivatives Book Review original ↗

16 Jun 2008

Structured Equity Derivatives Book Review original ↗

16 Jun 2008