text_combined: interview numerical methods finance dear tanya great pleasure met much enjoyed interview insightfull questions keenly aware many methods discussed yesterday unique new reported elsewhere true work whole yield curve interest rate pricing well garch innovations stem extensive numerical analysis experience turbulence physics well finance entailed considering problem raw formulation mathematical analysis physical interpretation taylored numerical method development software writting develoment data management yet published anything answer driver work adding value business publishing publishing however option always open former supervisor aware work however results possible exploring utmost extent mathematics finance software design data managemnet aspects problem absence aspects likely cripple performance execution please recall good performance measures mentioned single processor machine vastly better achieved soft parallelism multithreading well hard parallelism heterogenous network fo course allows us step reach models used fact know fact better done mentioned interview work integration swaption volatility surface whole yield curve interest rate model itm otm instruments included callibration pricing hedging look forward hearing back soon particularly opportunity us cooperating best regards joao