Hanno Reuvers
Hanno Reuvers
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Low- and high-dimensional logistic regression
Interpretation, implementation and computational comparison
Dec 26, 2022
15 min read
The math of neural networks
Mathematical details on forward and backward propagation and a small illustration
Jul 18, 2022
17 min read
The GARCH(1,1) model and its extensions
Benchmark stochastic volatility models
May 10, 2022
16 min read
The Vasiček short-rate model
Zero-coupon bond pricing by risk-neutral valuation, Feynman-Kac, and Monte Carlo simulation
Mar 22, 2021
13 min read
The greenhouse effect
Understanding global warming
Last updated on Jul 30, 2020
8 min read
Which computational language to choose?
A comparison of C++, Matlab, Python and R for Monte Carlo simulations
Last updated on Jun 1, 2019
4 min read
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