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Exponential – Uniform duality to solve probability problems

In this post we will explore duality between uniform distribution and exponential distribution in order to use clever tricks to solve classical Quant interview problems.

By Eugene Lykhovyd, 9 monthsAugust 12, 2024 ago
Research

Can you prove this simple result?

Can you prove a simple result about function convexity I tackled during my studying?

By Eugene Lykhovyd, 7 yearsJuly 11, 2018 ago
Research

Kelly’s Algorithm – Modern Proof

Modern proof of Kelly’s cutting-planes algorithm.

By Eugene Lykhovyd, 7 yearsJuly 11, 2018 ago
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