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Jan
2
answered AmericanOptionImpliedVolatility - root not bracketed issue in QuantLib/R
Dec
28
answered Is there a website that lists replication code of financial papers?
Nov
18
answered The option values are different from two r package - foptions,rquantlib
Oct
6
answered Why does it take so many lines of code to price even the simplest of options with QuantLib
Sep
23
answered Binary Option valuation problem in R using RQuantLib; also result validation aspect
Aug
18
answered Change periodicity on Rblpapi
Nov
27
answered How can I export intraday frequency data from Bloomberg and (how) is this procedure different than for lower frequencies?
Aug
13
answered Integrating R with Bloomberg
May
13
answered Looking for C# library that provides/contains performance analytics
May
5
answered How do i test the significance of Sharpe ratio of a strategy using bootstrap
Mar
16
answered Reading XBRL Data from the SEC FTP SITE
Aug
6
answered garchOxFit in R
May
10
answered knowing the order of GARCH model
Apr
24
answered How to get greeks using Monte-Carlo for arbitrary option?
Apr
7
answered Ways of treating time in the BS formula
Feb
2
answered What are the advantages of switching platforms/languages between strategy development and implementation?
Jan
10
answered What C++ math libraries are typically used by quants?
Nov
30
answered Quantlib in JavaScript?
Nov
23
answered What's the difference between SA and SAAR?
Sep
13
answered Is there an all Java options-pricing library (preferably open source) besides jquantlib?