Blog

A loosely structured archive of random thoughts, questions, notes, and references—some well-formed, others exploratory. Part digital garden, part research diary.

Starting a Scrapbook

Starting a digital scrapbook/commonplace book to make sense of the noise, reflect on what stood out, and maybe even spark something interesting for you too.

July 1, 2025

KCL Guest Lecture 2025

Last month, I had the privilege of delivering a guest lecture at King’s College London to MSc students enrolled in the Computational Finance program. This year, we focused on the estimating price sensitivities (a.k.a. Greeks) using Malliavin Calculus + Monte Carlo methods.

March 7, 2025

KCL Guest Lecture 2024

Last week, I had the privilege of delivering an expert lecture at King’s College London to MSc students enrolled in the Computational Finance program. This year, I opted for an extended session, spanning 2 hours instead of the usual 1, allowing us to delve deeper into a technical subject. We focused on the Longstaff Schwartz algorithm for pricing American options, thoroughly exploring its mathematical formulation, along with a practical demonstration of its implementation in Python. 🐍

March 5, 2024

The Quant Project

Sharing some insights from my experience starting my career as a quant after graduation. Skill sets, General Tips, Resources, Interview Process, FAQs

July 1, 2020