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visits member for 2 years
seen Oct 15 at 7:10

Sep
29
accepted RQuantLib, Hoadley and Bloomberg YAS: fixed rate bond pricing differences?
Aug
5
accepted QuantLib: Black / BSM processes and pricing via volatility surface. Different results?
Jan
15
accepted Expected payoff and weighted average price
Dec
2
accepted How to manage evaluation date changes in QuantLib while using ImpliedTermStructure Class
Nov
11
accepted How to sum interest rate curves in QuantLib
Oct
23
accepted Fixed Income free research available online
Oct
21
accepted From $AR(p)$ to SDE
Oct
3
accepted Pricing Fixed-To-Floater bond in QuantLib
Sep
22
accepted Automatic fixing of missing floating rate in QuantLib's addFixing()
Sep
19
accepted Definition of “tenor” argument in QuantLib's Schedule class object
Sep
6
accepted How to price a bond at specified dates in QuantLib
Aug
30
accepted QuantLib error with qlPiecewiseYieldCurveData() on qlPiecewiseYieldCurve() with ZeroYield and ForwardRate
Aug
23
accepted Definition of gearings, spreads and curve in RQuantLib's Floating Rate Bond function
Aug
2
accepted Counterintuitive time varying Beta with Kalman filter
Jul
3
accepted Beta vs. Implied Volatility statistical arbitrage using options
May
16
accepted Regime switching in mean reverting stochastic process
May
16
accepted Basket option pricing: step by step tutorial for beginners
May
7
accepted Hedging credit risk using Put equity options
Nov
13
accepted About Option Adjusted Spread, rate curves and bonds comparison