I’m new to Java, initially cutting my teeth on it during my MSc dissertation project. But I love it. Since then I have fortified my Java with, for instance, interfaces & abstract classes, Java 8 Streams, and multithreading in the form of callable futures.

Option Pricer Borobudur

Option Pricer

The implementation of three models for pricing options: Binomial Trees, Monte Carlo simulation, and Black Scholes equations

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Value at Risk Kinabalu

Value at Risk

How bad could it get for our financial portfolio? This dissertation project looks at a number of ways of estimating VaR.

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Hadoop Kinabalu


Coming soon…

Yahoo Finance Hardanger 2014

Fun with the Yahoo Finance API

As of March 2018, something happened to Google Finance - it got taken to the chopping board and is now a miserable husk of its former self! Long gone are the days where one could simply hook into the API and download a fat, juicy csv-file of historical stock price data… or a sensible JSON of option prices. Thankfully there are many alternatives out there, such as the Yahoo Finance API

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