Quantitative Finance
Bernd's user avatar
Bernd's user avatar
Bernd's user avatar
Bernd
  • Member for 5 years, 6 months
  • Last seen more than 5 years ago
Profile Activity
Stats
342
reputation
14k
reached
9
answers
4
questions
Communities
Badges
View all badges
This user doesn’t have any gold badges yet.
1
silver badge
13
bronze badges
Top tags
View all tags
6
Score
2
Posts
15
Posts %
6
Score
2
Posts
15
Posts %
3
Score
2
Posts
15
Posts %
3
Score
1
Posts
8
Posts %
3
Score
1
Posts
8
Posts %
3
Score
1
Posts
8
Posts %
Top posts
View all questions and answers
All Questions Answers
Score Newest
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
View all network posts
178
How to read file from res/raw by name
102
How to read file from res/raw by name
11
R - XLSX: Add one value to an existing excel table
10
Can I control the mouse cursor from within R?
8
Parallelization in R: how to "source" on every node?

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.