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Playing with ClojureScript: Illustrating a Monte Carlo experiment in browser

By day, and by most other occasions, when at a computer generating code, I’m often rather far removed from the web browser. I typically spend my time building systems that deal with massive amounts of data, running on a bunch of servers. Visualising or exposing this in a UI is either an afterthought or left […]

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Playing with Clojure and sampling algos

Over the last few months I’ve been learning Clojure. Best way to learn I find is to use what you learn for something you find useful or interesting. This morning, while browsing Hacker News, I found myself reading aboutĀ Vitter’s reservoir sampling algorithm, with an example developed in Ruby. After spending a little bit of time […]

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Pricing an Asian Option using multithreaded Java

So I’ve been busy lately and haven’t had the time to write any new blog posts, but I can’t let all of February go past without posting anything. So I might as well write a post related to what I’m currently working on. And that would be pricing an Asian Option. But in stead of […]