10 ms·
That's not what I'm talking about. Floating point computations happen when doing risk calculations, for example computing risk numbers in a Black-Sholes calcula
by lokedhs 5y ago
That's not what I'm talking about. Floating point computations happen when doing risk calculations, for example computing risk numbers in a Black-Sholes calculation.
A difference in the 15'th decimal has no impact on the risk number.
- perl4ever 5y agoI don't have a good counterexample off hand, but I've seen a web page literally display "NaN" where a number should be. The truth is, I have faith in Murphy's law.