Computational-finance "He's giving away the numbers!": facts about numerical integration (Numerical interpolation, part 1) Cover photo by Waldemar Brandt on Unsplash. In Italy, when someone is speaking nonsense or is saying something outrageously wrong, we say that he’s “giving away the numbers”. Hopefully we’ll be able to
Derivatives Some facts about barrier options Cover photo by T L. Arguably, a dam is a down-and-out type of barrier, although not the kind we’re interested in. What you should know before reading this post Fundamentals of option pricing
