Monthly Themes and Purpose of the Blog
I plan on having a monthly theme for the blog. This will help me focus on a specific topic and hopefully provide some consistency to the main focus of this blog: Learning and sharing knowledge on quantitative finance and scientific computing.
Each theme will be announced at the beginning of the month, together with more generic training exercises and posts.
These exercises are not to be taken as absolute, may very much contain mistakes both in the problem formulation and the solution, as I am mostly writing them myself. The main goal of these exercises is to provide a starting point for learning and discussion, and to motivate further development of tools, both mathematical and computational in nature.