Le Hoang Van
Karatsuba Multiplication Algorithm - C++
This is my implementation of Karatsuba recursive multiplication algorithm for Stanford’s MOOC course on algorithm design and analysis. Since C++ doesn’t support big integer arithmetics natively, I had to use std::strings to represent arbitrary-precision integers. The utility functions add(string lhs, string rhs) and subtract(string lhs, string rhs) implement the addition...
New Update to Optimal ETF Portfolio Dashboard
As some of you may have noticed, Yahoo! Finance API has stopped working for the past few days because the service has allegedly been discontinued (more details here, which has in turn corrupted a lot of R programs that rely on the API, including this dashboard. Luckily I have found...
Black's (1976) Implied Volatility
The Black 76 model is an adaptation of the Black-Scholes model originally proposed to price commodity options, but has found many applications in other asset classes such as bond options and futures options. Details about the model and its derivation can be read off on Wikipedia. Anyway, below is my...