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Personnel
- My technical blog: blogger.com provides a very well done blog, easy to use. I especially like the fact you can use your usual email software to write a blog entry. This is exactly what I was looking for. It also allows for collaborative blogs, and a picture per article. - My favorite photos: slideshow of my favorite photos on PicasaWeb. - Random songs: various random trials on my guitar - [Seismic 2a] - [Seismic Bass 3] - [Sideways Dolphin] - [Mars 2] - [Dead Piezo] - [Cicek Piezo] - You can find out more about me on facebook Informatique
- Continuous cellular automata : Demonstration of continuous cellular automata as described in S. Wolfram book A new kind of science (demo and source). - Simple cellular automata : Demonstration of simple cellular automata as described in S. Wolfram book A new kind of science (demo and source). - Benham disc : Color perception from a succession of black and white pictures (demo and source). - Bachelier vs. Black : Bachelier, Black and Binary option prices under high volatility. You will learn here how to simulate a stock price using Java, and how to show it using JfreeChart library. It starts with more complex concepts (don't be afraid) and goes done towards simpler things. [pdf version] - Hull American Price : Hull says American put is best exercised immediately and american call is optimal at expiry like a european. Is this really true? - Implicit Finite Differences Method For Pricing Barrier Option : While trying to price a simple knock down and out barrier option, I encountered several difficulties I did not expect with the implicit finite differences method. The explicit method has less issues with barrier options pricing. I will show here what the tricky parts are and why explicit seems simpler in this case.[pdf version] - Non fiction books : list of non fiction (mostly software programming) books I have read with small comments on them. (Of course I do read fiction books too). - A propos : technologies utilisees pour ce site web. - Projets : I participate to open source projects, you will find info on them here. - Hacks : Various little hacks I find useful Pour Moi
- Mes Contacts (sur Google Docs).
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