Questions tagged [development]
The development tag has no usage guidance.
5 questions
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Pricing interest rate options in emerging markets
I've been thinking how to price the early payment of mortgages in banks from emerging markets, where swaptions/caps/floors aren't available, and how to hedge this kind of options. At first I thought ...
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Using OpenCL video cards to offload Quant Finance calculations, what features should I look for?
I'm benchmarking some software and am looking for cards that are better at parallel multiplication vs parallel addition.
Is there any prior work that may have this information?
What GPU features ...
- 131
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5
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What benefits are there to employing agile software development methodologies for quants?
Perusing the other SE network sites, particularly Programmers, I often find vigorous support for various agile software development methodologies, particularly the various values known as Extreme ...
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References for developing an automated trading system?
I am looking for references on the architecture of automated trading systems and the trading algorithms behind them. I am more interested in system development than analysis. A couple of books I ...
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Switching from C++ to R - limitations/applications
I've only recently begun exploring and learning R (especially since Dirk recommended RStudio and a lot of people in here speak highly of R). I'm rather C(++) oriented, so it got me thinking - what are ...
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