Quantitative Finance
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Bernd
  • Member for 4 years, 1 month
  • Last seen more than 4 years ago
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All Questions Answers
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question
4
QuantLib-Python: What is "index = Euribor1Y(term_structure)" doing?
Jun 2, 2018
answer
4
Instruments for calibrating Hull White Model
Jun 13, 2018
answer
3
Software library: Pricing financial instruments, such as FX Forwards
Jun 16, 2018
answer
3
Rate Converstion Using Different Day Count and Frequency
May 15, 2018
answer
2
Hull White Tree Calibration 2
Jun 16, 2018
question
2
QuantLib-Python: How to set fixed reference dates when bootstrapping the term structure?
Jun 7, 2018
question
2
QuantLib-Python: Splitting the NPV of an option into intrinsic & time
May 15, 2018
question
1
QuantLib-Python: Getting a list of all holidays between D1 & D2 with function "holidayList"
May 13, 2018
answer
1
For a trading strategy how many trades have to occur for statistical significance
Jun 18, 2018
answer
1
What is considered the risk free rate?
Jun 23, 2018
Top network posts
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170
How to read file from res/raw by name
97
How to read file from res/raw by name
10
Can I control the mouse cursor from within R?
10
R - XLSX: Add one value to an existing excel table
7
Parallelization in R: how to "source" on every node?

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