Tomorrow: UnRisk 8 is released
Electron Kaleidoscope
A Tree's A Tree
Research Grant for Counter Party Risk Valuation to MathConsult
Sum of  reciprocal primes
Description of Term Structure Movements Using PCA
A Prime Discussion
Really Big Data
Stability and Beer
Sports Noise Amplification
A Simple CVA Example
Some heavy maths in local vol calibration
How good is the description of term structure movements using PCA?
Local Volatility by Regularization
Best Poster Award for Adaptive Optics
The CVA Diary - Some Definitions
Shhh, Coming Soon
Smoothing Dupire
The Ingredients of Dupire's Formula
Miss America, Apples, and the Grim Reaper in Your Garden
The pricing kernel
Yet Another Differentiation Trap
The Merton-Garman Hamiltonian
Implied Black Volatilities continued
A Comparison of the Schrödinger and the BS Hamiltonian
When Uncertainty Is Good
A Black-Scholes-Schrödinger  Equation
What We Can Recover from the Data
Riemann and Large Numbers
Quantum Physics and Options
A Success Story from the Publication Front
A Solution to a Homework Problem
The diffusion in convection
Maths Wednesday at the European Wolfram Technology Conference 2014
A convection toy problem or can you find a diffusion
Trinomial Bonsais
Convection in a PDE
Two-Dimensional Lions
Classes of Magic Forests
Examples of Convection
Four Lessons We Can Learn from the Goats (or the Lions)
Convection - A Widespread Mechanism in Nature
3 Ways to Solve the Goats, Wolves and Lions Problem
Interest Rate Models - from SDE to PDE
Why are Adjoint Problems That Fast?
The Black Karasinski Calibration Problem Continued
What Austria is Famous For: Skiing and Model Calibration
Insight to the Black Karasinski Calibration problem
Jump Diffusion Models
The Beauty of Metal Skis
Mathematical Butterflies
A First Glance on Jump Models
Mathematics and Skis
A Physicists Meeting
Industrial Mathematics and Europe
Fourier Cosine Expansion
Characteristic Function Methods
It's Playtime Again - The Heston Volatility Surface
Heston Model continued - Characteristic Functions
The Heston Model
The City Swap Conclusions
VaR and ES - The City Swap
VaR and Expected Shortfall for Managing the FX Swap
FX Option Values Under Garman Kohlhagen
Garman Kohlhagen Analyzed
The Future Development of Exchange Rates
Getting Numbers For the Swap
A Short History of Floating Rates
Daily Returns and the BS Model
We Valuate THE Swap on February 5.
A Short First View on Equity Models
Tomography and Adaptive Optics
Adaptive Optics: Extrem Performance Gain By CuRe
Guide Stars
Flakes of Artificial Graphene in Magnetic Fields
Achievements 2013 - Adaptive Optics
Tempering Monte Carlo
Brownian Motion in 1D Structures
Observations of Brownian Motion in Nature 
Magic Squares and Algorithms for Finance 
Diffusion and Osmotic Pressure 
Equation Solving For Kids
Einstein vs Thermodynamics
Libor and the Negative Eigenvalue Trap
Spectra and Random Correlation Matrices
Negative Eigenvalues in Practical Finance
Cleaning Matrices
When Variance Is Negative
Portfolio Optimization and Correlation
Black vs Bachelier revisited
All Random With This Matrix
The Theory of Speculation
From Classical to Quantum Chaos
Streamlines, the Impossibility of Skateboarding and Mode Calibration
Billiards, Chaos and Portfolio Optimization
Catastrophic Streamline
FEM - Boundary Conditions II
FEM - Boundary Conditions I
FEM - From Single Elements to Global Matrices
Diffusion reverted - What WAS the Temperature of the Traunsee?
What is the Temperature of the Traunsee?
More FEM - Thinking About Time
Why FEM in Quantitative Finance - VII
Why FEM in Quantitative Finance - VI
Are the extreme Vasicek examples extreme enough?
Why FEM in Quantitative Finance - V
Extreme Vasicek Examples the Wold has (not) Waited For
Setting Boundary Conditions that You Don't Know
Why FEM in Quantitative Finance - IV
Why FEM in Quantitative Finance - III
Skateboarding and Computational Finance
Why FEM in Quantitative Finance - II
Why FEM in Quantitative Finance - I
Dupire or Not Dupire? ...
We've Got The Proof
Blast Furnaces and Mathematical Finance
Telescopes and Mathematica Finance
To Tree or Not to Tree: Triniomials
Pricing With PDEs - What Pitfalls You Have o Take Care Of
To Tree or Not to Tree: Binomials