Engineer Quant

I am moving this blog to Substack!

Exploring going from Option Quotes to a probability distribution of the price of the underlying at expiry.

Machine learning and deep learning have found their place in financial institution for their power in predicting time series data with…

An investigation into how the Black-Scholes equation is actually embedded in the dynamics of quantum particles.

Will AI and Machine Learning be the solution we have been searching for all this while?

How can the motion of everyday objects be more complicated than the motions of stars and atoms?

A discussion of how two seemingly unrelated topics have an intimate connection.

In my previous post, PDEs using Fourier Analysis I, I investigated solving PDEs, in particular the wave equation, on a membrane using…

The formulas for the volume of a sphere, or the area of a circle is something we take for granted without fully understanding why it is…

What is the shortest path between two points in a sphere? How about even more complex geometries?