Understanding the Black-Scholes Model
A deep dive into the mathematical foundations of option pricing and its applications in modern quantitative finance.
Hey, I build things - systems, tools, products, and the occasional experiment that sends me down a rabbit hole. Over the years, I've worked across the stack - frontend, backend, infrastructure, deployment. I also created Granova, a platform for grocery stores.
What really draws me in are probability, statistics, machine learning, and the way financial markets behave like a huge math problem - a high-dimensional, non-stationary system where the structure keeps changing as you study it. It's far too complex to "solve" but endlessly fun to explore.
This site is where I post projects, notes, and whatever else I'm thinking about.
A deep dive into the mathematical foundations of option pricing and its applications in modern quantitative finance.
Exploring the differences between Raft and Paxos consensus algorithms and their practical implementations in distributed systems.
How randomness and simulation power modern financial modeling, risk management, and derivative pricing.
Architectural patterns and optimization techniques for microsecond-level performance in financial systems.