Notre blog Diggers



Deep Neural Network to solve Black-Scholes PDE

Deep neural networks (DNNs) are a type of machine learning algorithm: how to use them to solve Black-Scholes PDE?

Best FFT algorithm for Option pricing

What is FFT and why use it in Option pricing? FFT stands for Fast Fourier Transform.

Splunk vs. Elastic Stack (ELK), How to choose !

What are the differences between Splunk and ELK ? What are the strength and weakness of each solution ?

From Math to Python: Black-Scholes-Merton model, part 2

Unlike other models, Black and Scholes managed to obtain closed-form expressions for options, Greeks and other derivatives with simple assumptions.

From Math to Python: Negative Interest Rates

The goal of this article is to provide a context before diving into Vasicek model. Therefore, our goal is mainly

From Math to Python: Black-Scholes-Merton model

Black-Scholes-Merton model is the pillar of model pricing in Finance. It is a popular model especially because it offers simple

From Math to Python: Financial Models

From math to python, a journey through the complex but amazing universe of financial models: read us to discover more

Comment intégrer la culture du TDD dans votre équipe

La pratique du TDD: comment l'aborder pour l'intégrer au sein de votre équipe de développement.

Pratique de l’agilité – recueil des expériences sur le terrain

La théorie c'est bien, la pratique et le partage d'expériences, c'est mieux!

Pourquoi être agile – les raisons d’une transformation

Un article dans lequel l'auteur, aujourd'hui consultant Scrum Master, vous explique pourquoi il a adopté les pratiques Agiles.

How data science could turn Felipe Massa a F1 world champion

Or how to use Atoti, the ActivePivot Python library, to play and run simulations on Formula 1 historical data, directly into a Jupyter notebook.