Some works in the intersection of
math, cs, ds, and finance...

***** Derivatives *****

1. Implementation of numerical integration methods

•Midpoint Rule
•Simpson's Rule
•Trapezoidal Rule
•Tolerance




2. Numerical implementation of bond mathematics

•Bond price calculated through zero rate
•Bond price calculated through instantaneous rate
•Bond price, duration, and convexity





3. Implementation of the Black-Scholes formula

•Cumulative Distribution Approximation
•Black-Scholes Formula


***** Coding Projects *****

• A simple database by using Python and B-trees

• An ongoing survivorship-bias free database