Articles & Blog Posts

Michael Brenndoerfer

Writing

Mostly thoughts on data, AI, software engineering—and where they intersect with finance, business, and entrepreneurship.

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Quantitative FinanceSoftware EngineeringData, Analytics & AI

Numerical Methods in Finance: Algorithms for Pricing & Risk

Master root-finding, interpolation, and numerical integration for finance. Learn to compute implied volatility, build yield curves, and price derivatives.

Writing

Latest

Numerical Methods in Finance: Algorithms for Pricing & Risk

Integral Calculus & Differential Equations in Finance

Inference Scaling: Optimizing LLMs for Production Deployment

Data-Constrained Scaling: Training LLMs Beyond the Data Wall

Differential Calculus and Optimization for Quantitative Finance

Linear Algebra for Quantitative Finance: Portfolio Math

Statistical Data Analysis & Inference in Finance

Chinchilla Scaling Laws: Compute-Optimal LLM Training

Power Laws in Deep Learning: Understanding Neural Scaling

Probability Distributions in Finance: Normal, Lognormal & Fat Tails

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Stay updated

Latest

Numerical Methods in Finance: Algorithms for Pricing & Risk

Integral Calculus & Differential Equations in Finance

Inference Scaling: Optimizing LLMs for Production Deployment

Data-Constrained Scaling: Training LLMs Beyond the Data Wall

Differential Calculus and Optimization for Quantitative Finance

Linear Algebra for Quantitative Finance: Portfolio Math

Statistical Data Analysis & Inference in Finance

Chinchilla Scaling Laws: Compute-Optimal LLM Training

Power Laws in Deep Learning: Understanding Neural Scaling

Probability Distributions in Finance: Normal, Lognormal & Fat Tails

Explore by Topic

Stay updated