Quantitative Finance
Profile Activity
Network profile
332
reputation
1
12

Bernd

Apparently, this user prefers to keep an air of mystery about them.

9
answers
4
questions
~9k
people reached
  • BerndMeyer1978
  • Member for 3 years, 2 months
  • 24 profile views
  • Last seen Jun 25 '18 at 20:00

Communities (2)

Top network posts

Top tags (21)

Score 5
Posts 2
Posts % 15
Score 5
Posts 2
Score 3
Posts 2
Score 3
Posts 1
Score 3
Posts 1
Score 3
Posts 1
View all tags →

Top posts (13)

All Questions Answers
Votes Newest
4 QuantLib-Python: What is “index = Euribor1Y(term_structure)” doing? Jun 2 '18
3 Rate Converstion Using Different Day Count and Frequency May 15 '18
3 Instruments for calibrating Hull White Model Jun 13 '18
3 Software library: Pricing financial instruments, such as FX Forwards Jun 16 '18
2 Hull White Tree Calibration 2 Jun 16 '18
2 QuantLib-Python: How to set fixed reference dates when bootstrapping the term structure? Jun 7 '18
2 QuantLib-Python: Splitting the NPV of an option into intrinsic & time May 15 '18
1 QuantLib-Python: Getting a list of all holidays between D1 & D2 with function “holidayList” May 13 '18
1 For a trading strategy how many trades have to occur for statistical significance Jun 18 '18
1 What is considered the risk free rate? Jun 23 '18
View all questions and answers →

Badges (13)

Gold

—

Silver

1

Rarest

Bronze

12

Rarest

View all badges →

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.