# Blog

## Gigabyte RTX 3090 glmark2 score

## Brownian bridge

An introduction to the Brownian bridge along with an example application.

## Maximum likelihood estimation of geometric Brownian motion parameters

Derivation of the MLE for the drift and volatility of a GBM along with an example application.

## All of Statistics - Chapter 11 Solutions

## All of Statistics - Chapter 10 Solutions

## All of Statistics - Chapter 9 Solutions

## All of Statistics - Chapter 5 Solutions

## All of Statistics - Chapter 4 Solutions

## All of Statistics - Chapter 3 Solutions

## All of Statistics - Chapter 2 Solutions

## All of Statistics - Chapter 1 Solutions

## All of Statistics - Chapter 8 Solutions

## All of Statistics - Chapter 7 Solutions

## All of Statistics - Chapter 6 Solutions

## Principal component analysis - part two

In this follow-up post, we apply principal components regression to a small dataset.

## Motivating the Poisson distribution

The Poisson distribution is usually introduced by its PMF, but that's not very satisfying!

## Principal component analysis - part one

A bite-sized post on the purpose of PCA and the intuition behind it.

## Hypothesis testing for mathematicians

Most introductions to hypothesis testing are targeted at non-mathematicians... not this one.

## Generating finite difference coefficients

Generate the coefficients of an arbitrary finite difference stencil with this one weird trick!

## mlinterp - Fast arbitrary dimension linear interpolation in C++

A template metaprogramming header-only library for linear interpolation in C++.

## Octave Financial 0.5.0 released

## SDEs and Monte Carlo in Octave Financial

How to simulate stochastic differential equations (SDEs) and perform Monte Carlo integration using the GNU Octave Financial package.

## Pricing American binary options

Deriving closed form expressions American binary call and put prices.

## Introduction to the FFT

A tutorial on the theory of the discrete and fast Fourier transforms with examples in MATLAB.