10 Feb
2006
10 Feb
'06
2:09 p.m.
I'm currently working on a mathematics library in Haskell. I'm not a mathematician -- I'm basically writing this library as an excuse to learn mathematics and Haskell at the same time. Feel free to check out the code: http://robtougher.com/ My main focus is financial mathematics (options pricing, etc), but I took a detour last week and implemented basic matrix stuff. I might work on some Linear Programming algorithms (simplex, interior point) before returning to finance. - Rob