Quantitative Finance
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Bernd

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

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  • BerndMeyer1978
  • Member for 3 years
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  • Last seen Jun 25 '18 at 20:00

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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
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