William Wu

I'm a software engineer at Bloomberg, where I work on fixed income pricing platforms. I studied Computer Science at the University of Illinois Urbana-Champaign.

Notes & Research

Curve construction under multi-curve discounting 2026
Paper

A short write-up on bootstrapping and interpolation choices.
Notes on pricing engine performance 2025
Post

Things I've learned about latency in valuation pipelines.
A reading list for rates modeling 2025
Post

Papers and books I keep coming back to.