Sharif Haason

Writing

Long-form writing and technical explanations.

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Showing 153 pieces.

  1. A New Chapter: Graduation and a New Role at Monark

  2. The December Fed Meeting: What to Watch

  3. Why 50-Year Mortgages Fall Short

  4. Jefferies and First Brands: What the Trade Debt Means

  5. Why Rate Cuts Won't Fix a Labor Supply Shock

  6. Oil Prices and the Energy Provisions in the One Big Beautiful Bill

  7. Neural Networks Aren't Impressive on Their Own

  8. The Case for Structured Errors in Rust

  9. Rust's `subsecond` Crate Brings Hot Reloading

  10. What a U.S. Credit Rating Downgrade Means

  11. Rust at 10: Why I've Followed the Language

  12. Copulas and Portfolio Risk

  13. Counterparty Risk-Weighted Assets

  14. Multi-Name Credit Risk

  15. Neural Networks and Credit Ratings

  16. XVA and Counterparty Risk

  17. Why Federal Reserve Independence Matters

  18. Dependence and Copulas

  19. Euler–Milstein and Monte Carlo Extensions

  20. Vietnam and the Tariff Shock

  21. The Big Short and the Boring Cause of the 2008 Crisis

  22. Romania's Export-Driven Debt Strategy as a Warning

  23. China's Tariff Strategy and the One-Punch Proverb

  24. Structured Credit and CDOs

  25. Why Crashing the Economy Won't Work

  26. Monte Carlo and Variance Reduction

  27. Misinformation in Volatile Markets

  28. Documentation Is the Key to Vibe Coding

  29. Rust 1.86: `get_disjoint_mut`

  30. Credit Default Swap Valuation

  31. Calibration and SDE Parameter Estimation

  32. CDS and Credit Markets

  33. The Cost of AI-Generated Images

  34. Hazard Rates and Credit Default Swaps

  35. Midterm Cheat Sheet

  36. GARCH Risk Statistics

  37. LIBOR Market Model and Hazard Rates

  38. Stochastic Volatility, Jumps, and Fourier Transforms

  39. Short-Rate Calibration and HJM

  40. American Options and Cubic Splines

  41. FX Volatility Smiles and Uncertainty

  42. Hull–White Interest Rate Trees

  43. Crank–Nicolson and the Heston Model

  44. Finite-Difference Sketches

  45. FX Discrete Hedging and Greeks

  46. Constant Maturity Swaps and Short-Rate Models

  47. Differential Equations and PDE Methods

  48. Black–Scholes Pricing for FX

  49. Interest Rate Adjustments and Currency Swaps

  50. PBMs Under Fire: What CVS's Response Leaves Out

  51. Trinomial Trees, Dividends, and Greeks

  52. Bond Options, Caps, Floors, and Swaptions

  53. Tree Approximation and American Options

  54. FX Parity and Forward Trading

  55. Yield Curves and Bootstrapping

  56. Black–Scholes, Calibration, and Implied Volatility

  57. Bond Pricing, Duration, and DV01

  58. The Cost of Transit Delays

  59. Stochastic Processes and Computational Pricing

  60. Rust 1.84: Three Infrastructure Changes

  61. Exotic Options

  62. Options and Volatility

  63. Default Fields in Rust Structs

  64. Hedging Bonds

  65. Rust 1.83 Brings More `const`

  66. Poisson Processes

  67. Linear Hedging

  68. Stochastic Differential Equations

  69. Multidimensional Market Models

  70. Risk-Neutral Valuation and Interest Rate Parity

  71. Joint and Conditional Distributions

  72. Forward Contracts

  73. Risk-Neutral Measures

  74. A Rainbow on Election Day

  75. Random Vectors and Independence

  76. Derivatives and Clearinghouses

  77. Stochastic Calculus Review

  78. Student's t and Heavy-Tailed Distributions

  79. Remembering the Boarding-School History

  80. Interest Rate Risk and Duration

  81. Multidimensional Itô Calculus

  82. Gamma, Beta, and Chi-Squared Distributions

  83. Black–Scholes

  84. Probability and Regression Review

  85. Continuous Random Variables and Transformations

  86. Bonds and the Time Value of Money

  87. Itô Calculus

  88. Minneapolis Housing and Zoning

  89. Stochastic Integrals

  90. A CUPS Vulnerability Explained

  91. Brownian Motion

  92. Brownian Motion and Geometric Growth

  93. How rustc_codegen_clr Connects Rust to .NET

  94. Discrete Distributions and Moments

  95. Martingales and Random Walks

  96. Monte Carlo Risk Simulation

  97. Random Variables and CDFs

  98. What Washing Machines Can Teach Us About Tariffs

  99. Probability Spaces and Filtrations

  100. Risk-Adjusted Performance

  101. NVIDIA, Cisco, and Market Euphoria

  102. Probability Measures and Bayes' Rule

  103. Bessent on Tariffs and the Deficit

  104. Risk Measurement and Portfolio Construction

  105. Probability Spaces

  106. What the Price Gouging Prevention Act Says

  107. Floating Point Architecture

  108. IEEE-754

  109. Floating Point

  110. Network Security

  111. A Crash Course in Python

  112. Disks

  113. Particles

  114. Multimedia Networking

  115. Control in Prolog

  116. Special Relativity

  117. Waves

  118. The Link Layer

  119. Prolog

  120. Threads

  121. Routing Algorithms

  122. Swapping

  123. Routers

  124. Mirrors

  125. Lambda Calculus

  126. More Internet Protocols

  127. Electromagnetic Waves

  128. ISP Addressing

  129. Making a Website with Zola, Github Pages, and Github Actions

  130. Currying Arguments in a Function

  131. HTTP Explained

  132. Paging

  133. TCP Explained

  134. Electromagnetic Induction

  135. Data Types in OCaml

  136. Operational Semantics

  137. Tail Recursion in OCaml

  138. UDP Explained

  139. Magnets

  140. SMTP Explained

  141. Higher Order Functions in OCaml

  142. FTP Explained

  143. Memory Virtualization

  144. Lets, Tuples, and Records in OCaml

  145. Circuits

  146. DNS Explained

  147. Packet Switching vs Message Switching

  148. Scheduling

  149. Lists in OCaml

  150. Electric Potential

  151. Functions in OCaml

  152. Electrostatics

  153. CPU Virtualization