Articles

Volatility surface modelling and option pricing

One of the keys for option price calculation is modelling the implied volatility. Below, there is a demonstration of an implied volatility surface. There are 3 axes: moneyness, time to maturity, and implied volatility (z axis).

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Geopolitics

I really like studying geopolitics. Although New York and California are the two most prosperous states in the US, it is the vast mid-west that forms the core of the country. The greater mississippi river system, lays the algricultural foundation of US. The desert to the southwest provides a natural barrier and buffer zone for the country, guarding it from potential invasions.

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Utilizing Github sites

Github sites is really a welfare for everyone. It is free, and rather easy to operate. Now, my site is still under construction, but soon enough more features and contents will come out. Stay tuned!

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