Media Summary: In this screencast, I describe how to use solvers to find In this screencast, I show how to price an instrument over a set of evaluation dates. More screencasts are available on my channel ... In this 5-minute video, Mike explains how to

Quantlib Notebooks Discount Margin Calculation - Detailed Analysis & Overview

In this screencast, I describe how to use solvers to find In this screencast, I show how to price an instrument over a set of evaluation dates. More screencasts are available on my channel ... In this 5-minute video, Mike explains how to How to price a credit default swap in Excel using the ISDA engine from In this screencast (the first of a series) I show a few features of In this screencast, I show how to use market quotes in

This is the tutorial for the introduction to Today we will be exploring the financial data structures as discussed in Advances in Financial Machine Learning by Prof. Marcos ...

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QuantLib notebooks: discount margin calculation
Discount margin / required margin (for the CFA Level 1 exam)
CFA level 1 Fixed Income calculating discount margin or required margin.
QuantLib notebooks: par and indexed coupons
QuantLib notebooks: pricing on a range of days
Mini Bite: Margin Call Calculation
Excel pricing of CDS using QuantLib ISDA method
QuantLib notebooks: instruments and pricing engines
QuantLib notebooks: numerical Greeks calculation
Introduction to QuantLib. Part 4 (Updated): The analytical method to price an option
QuantLib notebooks: market quotes
QuantLib notebooks: term structures and reference dates
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QuantLib notebooks: discount margin calculation

QuantLib notebooks: discount margin calculation

In this screencast, I describe how to use solvers to find

Discount margin / required margin (for the CFA Level 1 exam)

Discount margin / required margin (for the CFA Level 1 exam)

Discount margin

CFA level 1 Fixed Income calculating discount margin or required margin.

CFA level 1 Fixed Income calculating discount margin or required margin.

Remember, PV=FV when YTM=coupon and

QuantLib notebooks: par and indexed coupons

QuantLib notebooks: par and indexed coupons

In this

QuantLib notebooks: pricing on a range of days

QuantLib notebooks: pricing on a range of days

In this screencast, I show how to price an instrument over a set of evaluation dates. More screencasts are available on my channel ...

Mini Bite: Margin Call Calculation

Mini Bite: Margin Call Calculation

In this 5-minute video, Mike explains how to

Excel pricing of CDS using QuantLib ISDA method

Excel pricing of CDS using QuantLib ISDA method

How to price a credit default swap in Excel using the ISDA engine from

QuantLib notebooks: instruments and pricing engines

QuantLib notebooks: instruments and pricing engines

In this screencast (the first of a series) I show a few features of

QuantLib notebooks: numerical Greeks calculation

QuantLib notebooks: numerical Greeks calculation

In this screencast, I show how to use market quotes in

Introduction to QuantLib. Part 4 (Updated): The analytical method to price an option

Introduction to QuantLib. Part 4 (Updated): The analytical method to price an option

This is the tutorial for the introduction to

QuantLib notebooks: market quotes

QuantLib notebooks: market quotes

In this

QuantLib notebooks: term structures and reference dates

QuantLib notebooks: term structures and reference dates

In this

Standard Price and Volume Bars || Financial Data Structures || Financial Machine Learning

Standard Price and Volume Bars || Financial Data Structures || Financial Machine Learning

Today we will be exploring the financial data structures as discussed in Advances in Financial Machine Learning by Prof. Marcos ...