Thorne Wolfenbarger - Personal Website

This question is inspired by an estimation problem I noticed in the workplace. We wanted to predict the QPS our service ...

Recently, I have been learning about optimal options pricing under various sets of assumptions. The introduction to risk...

In a previous post I discussed the potential benefits for using Monte Carlo simulations in place of traditional statisti...

“Monte Carlo simulations are used to model the probability of different outcomes in a process that cannot easily be pred...