CVI is an algorithm for constructing implied volatility surfaces that is framed as a convex optimisation problem. As such, it is suitable to be processed by modern optimisation solvers like CVXPY, ...
Michel Jean] asked a question few others might: what exactly is going on under the hood of a classic HP scientific calculator when one presses the ∫ key? A numerical integration, sure, but how ...
An obituary of Tony Hoare, a pioneer and one of the greatest programmers in the early history of computing.