Workshop on Financial Mathematics

Earlier this week, I had the pleasure to participate in the 5th International Conference on Mathematical Modelling by giving a 4 hours course/workshop titled “A Short Introduction to Monte Carlo […]

Fan Charts

Since 1996 the Bank of England inflation forecast has been published as a probability distribution and presented in what is now known as ‘the fan chart’. This post provides an overview on this useful visualisation tool and its Python implementation.

The Two Piece Normal Distribution

The two-piece normal, also called split normal, binormal, or double-Gaussian,  results from joining at the mode the corresponding halves of two normal distributions with the same mode but different standard deviations.

Comparing Box-Muller and Marsaglia-Bray

In this post we compare the performance of our Python implementation for two popular methods to simulate samples from a pair of independent normal random variables: Box-Muller and Marsaglia-Bray.

Fertility Rate in Mexico 1950-2015

This post contains a Bokeh app showing the rapid change in Fertility Rate that took place in Mexico during the last 50 years. The idea is to illustrate how simple […]

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