Jaan Tollander de Balsch
Jaan Tollander de Balsch
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Applied Mathematics
Measuring Tail Risk Using Conditional Value at Risk
This article explores the definition and properties of Conditional Value at Risk, a coherent risk measure for measuring tail risk. We also provide an implementation in Julia language for discrete probability distributions.
Jaan Tollander de Balsch
Last updated on 2020-09-16
Applied Mathematics
Computer Algebra With Sympy and Jupyter
This article discusses the benefits and challenges of present-day computer algebra systems and demonstrates computer algebra with Jupyter and Sympy.
Jaan Tollander de Balsch
2019-11-16
Applied Mathematics
Exploring the Pointwise Convergence of Legendre Series for Piecewise Analytic Functions
In this article, we explore the behavior of the pointwise convergence of the Legendre series for piecewise analytic functions using numerical methods and compare the results against theoretical predictions.
Jaan Tollander de Balsch
2019-03-09
Applied Mathematics