It is commonly claimed that an object dropped in a vacuum will continue to accelerate indefinitely, reaching arbitrarily high speeds. In fact, even in a vacuum, a falling object has a maximum speed it can reach. In essence, this is the terminal velocity in a vacuum.

The efficient frontier is a ubiquitous tool in quantative finance, yet it is often calculated using incredibly inefficient methods. Can we do better using a healthy helping of analysis and linear algebra.

Not all integrals are created equally. In this post we look at a particular class of integrals which can be highly troublesome to evaluate. Thankfully, probability theory provides us with a framework that allows us to avoid the standard method of evaluation and by doing so makes our working far less error-prone.