Articles

Automatic Differentiation for the Greeks

16th April 2017 Editor 0

The sensitivities of the value of an option to the model parameters, a.k.a. “the Greeks,” are crucial to understanding the risk of an option position, as well as tasks such as model calibration. Outside a […]

News

Julia Seminar for Quants in London

27th March 2017 Editor 0

Last week’s Julia in Finance seminar in partnership with the CQF Institute, held in London, was a great success.  More than 370 finance professionals registered online or attended in person. Along with customer and partner […]

News

Julia Enters Top 50 Programming Languages

25th November 2016 Editor 0

  Julia, a numerical computing language, took its place among the top 50 computer programming languages in September 2016, according to the TIOBE Programming Community Index, an index of the world’s most popular programming languages: […]