Media Summary: In this screencast, I explain a strange result from an interpolated forward curve. More screencasts are available on my channel. In this screencast, I show how to build slightly more complex bonds than the ones provided by In this screencast, I describe a problem with using different day count conventions for different curves. More screencasts are ...
Quantlib Notebooks A Glitch In - Detailed Analysis & Overview
In this screencast, I explain a strange result from an interpolated forward curve. More screencasts are available on my channel. In this screencast, I show how to build slightly more complex bonds than the ones provided by In this screencast, I describe a problem with using different day count conventions for different curves. More screencasts are ... This is the tutorial for the introduction to In this screencast, I examine an unexpected result from a vanilla option that uses the Black process. More screencasts are ... At the first New York Finance Python User's Group (NY FPUG) meetup, hosted by Enthought, Kelsey Jordahl talked about how ...
In this screencast, I show a caveat to keep in mind when performing bond calculations. More screencasts are available on my ...