Thank You for Reading

Statistics tells us that in 2013 about 45.000 pages were read in this blog (from about 110.000 since mid 2009).

This is because we provided even more views behind the curtain (Mathematics Wednesday and Physics Friday) and try now to share ideas every working day.

Not surprisingly, the number of page entries are led by MATHEMATICS and the post hit list shows the interest in the background and foreground of computational finance, the UnRisk Financial Language and advanced risk management approaches.

The most popular posts this year were not the best ones?

Like in music, movies, restaurants, …  "best" is rarely the same as "popular", but this year I find an interesting correlation between both.

2013 Hit List

Skateboarding and Computational Finance
Hows, Whys and Wherefores of FEM in Quant Finance (II)
Extreme Vasicek Examples The World was (not) Waiting For
Black vs Bachelier Revisited
Setting Boundary Conditions That You Don't Know
Flakes of Artificial Graphene in Magnetic Fields
The Big Joke of Big Data
Should Quants Learn More About Machine Learning?
CVA/FVA/DVA - Fairer Pricing or Accounting VOODOO
Dupire or Not Dupire? Is this a Question?

In Agenda 2014 we have outlined what our focus will be next year: package and disseminate know how. We tried to compile our purpose and passion into one word: quantsourcing

We wish You a Prosperous 2014!

Picture from sehfelder