Tiago Flora

MS in Financial Mathematics at UChicago, finishing December 2026. Looking for software engineering roles in AI and finance.

Pinned

Public writing as a longtermist wager

What is published will be remembered.

Published May 23, 2026

fast-options-pricer

A header-only C++20 library that prices European options under Black–Scholes three ways, in closed form, by Monte Carlo and by Crank–Nicolson finite differences.
fbm-fast-pricers

A Monte Carlo pricer for arithmetic Asian calls under rough fractional stochastic volatility, comparing three ways to sample fractional Brownian motion.
stratum

A three-layer, Hyrule-inspired map for deep technical study, starting with HPC. You clear shrines by committing a small build and a write-up, and the map is rendered from the repo.