https://aatmunbaxi.netlify.app/tags/lisp/ Recent content in Lisp on abaxi Hugo en-us Sat, 24 Oct 2026 00:00:00 +0000 https://aatmunbaxi.netlify.app/comp/fast_monte_carlo_pricer/ Sat, 24 Oct 2026 00:00:00 +0000 https://aatmunbaxi.netlify.app/comp/fast_monte_carlo_pricer/ Recently, I’ve begun work on a dream project of mine: writing a quantative finance library in common lisp. After prodding the Claude LLM towards my vision, I unexpectedly ended up with a fast and flexible Monte Carlo options pricer which appears to outperform QuantLib’s C++ in speed and thread-invariance. Despite the library being far from complete, I nevertheless share what I think are promising signs, with a working example.