Bessel Functions of the 1st Kind

The Bessel functions of the first kind were first defined by Daniel Bernoulli, and then generalised by Friedrich Bessel. They are defined simply as the solutions to the following second […]

Historical Inflation and Interest Rates

As we know very well (since we are now painfully familiar with inflation being above target), a key part of inflation targeting is that the Monetary Policy Committee increases or decreases the Bank Rate in order to help inflation to come back to target. So, let’s take a look at the history of both the Consumer Price Index (CPI), and the Bank Rate focusing on the last 3 decades of inflation targeting.

Invited Talk – Mathematics for Beginners

This week I had the honour to open the 1st Season of the conference series “Mathematics for Beginners” organised by the REMIM (Mexican Network of Mathematics Institutes) and the SMM (Mexican Mathematics Society). The series aims to promote mathematics by discussing theoretical and applied topics with a general audience, as well as sharing different career options that students can take after finishing their studies in Mathematics.

Starting a New Project

One of the reasons to start this blog was to share my journey from being a recently graduate in Mathematics –with little knowledge about the financial industry– to becoming a […]

Aleatory 0.1.0

I am pleased to announce that my latest project “aleatory 0.1.0”, a Python library to simulate and visualise stochastic processes, has been released and is now available in PyPi.

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 […]

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