Friday, July 08, 2011

Distributed Caching

At work the need for no-sql mem cache solution appeared. It should be scalable, secure, highly available. For this reason I started looking at Windows Server AppFabric that has caching functionality. At the same time I am going to talk to my college who has experience in Oracle Coherence development. Particularly I am interested in tuning and  usage bottleneck aspects.
I found a good overview (from MSFT of cource) of AppFabric. It was made last year at MIX still a good point to start with.

Saturday, July 02, 2011

Financial Chemistry

During my trip I read a book Modelling single name and multi name credit derivatives. It found it one of the best for understanding mathematics and computational mechanics of credit derivatives. At the same time good knowledge of mathematical analysis and probability theory is needed.
For this reason to have a broader outlook at the nature of such products I started with a guide from Merrill Lynch. 
It is amazing when all that chemistry becomes clear.