Author: Jérémie Smaga
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Functional approach to portfolio modeling
Good evening everybody, I’ve been paying attention to portfolio modelling for the past few months. When you tackle such problem, you first try to think about how you could represent a portfolio as an object so that you can dive into your C#/C++/Java code so that you can start making money ASAP. However, you’ll soon…
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Heads up on PHP5 byValue/byReference function parameters
Hi everybody! It’s been quite a long time since I wrote on my blog because I’ve been busy working and engineering several data models and software architecture for a risk management system. During my work, I came back to the first real programming language I actually learnt, PHP, which I intend to use to create…
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Resources for Financial Engineers
Hi everyone, I’ve been busy recently cooking up a new article which I hope I’ll be posting soon called “Bread and Butter of Risk-Neutral pricing”, that’s why I’ve been quite silent the past few weeks. Anyway, I wanted to share with you my latest “findings” about literature and resources I recently bought or discovered on…
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Quantitative Finance and Computer Science: quick comparison between R and MATLAB
Hi everybody, It’s a few weeks without a post and I apologize for that; I am at the moment looking for a job in Geneva, and it’s a bit time consuming as you would imagine. Anyway, I kept working a bit on different projects and I had the idea to create this post. What encouraged…
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Olivier Smaga in politics
Hi everybody, Just a quick post to support my brother Olivier Smaga who is starting up his political career in Geneva, Switzerland. I sincerely wish him all the best and I am sure he will be very successful. For more information, you can look at his blog http://www.oliviersmaga.ch. See ya!