The financial engineering is not a problem at all. I just asked the two questions that spawned these posts because I was interested in what type things Lisp was being used for. Google and Wikipedia are good, but not nearly as helpful as a direct answer from some people responding directly to questions I've posted.
I spent a good deal of last year and most of this year ripping apart both GSL and QuantLib in an effort to teach myself numerical programming. My plan is to just keep pace in Lisp with my MSFE program. Since at least the first few months of the program are likely to cover things I already feel comfortable with, the plan is--listen in lecture-->go home and code it up.
I spent a good deal of last year and most of this year ripping apart both GSL and QuantLib in an effort to teach myself numerical programming. My plan is to just keep pace in Lisp with my MSFE program. Since at least the first few months of the program are likely to cover things I already feel comfortable with, the plan is--listen in lecture-->go home and code it up.