Quantitative Finance
David Duarte's user avatar
David Duarte's user avatar
David Duarte's user avatar
David Duarte
  • Member for 4 years, 3 months
  • Last seen this week
  • Lisbon, Portugal
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About
  • Head of Trading Room at Portuguese Debt Management Office
  • Lecturer of Computational Finance and Financial Derivatives (Data Science for Finance Course)

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All Questions Answers
Score Newest
answer
22
Negative price of oil
Apr 21, 2020
answer
9
Forecasting non-maturity deposits with machine learning
Jan 11, 2021
answer
8
SABR Model Pricing Engine in Python QuantLib
Sep 4, 2020
answer
7
What's the difference between PV01 and DV01 of a bond?
Nov 17, 2020
answer
7
Why are Interest Rate Swaps not valued using Monte Carlo Simulations?
Feb 20, 2020
answer
6
Derivation of Swap rate formula
Feb 24, 2020
answer
6
Bootstrapping OIS curve
Sep 29, 2020
answer
6
FX Forward rate agreement valuation in quantlib
Jun 24, 2020
answer
6
Can we think of Overnight Index Swaps as short-term IRS?
Jun 28, 2020
answer
6
Bootstrap with QuantLib: Fair Swap or zero NPV
Jun 30, 2020
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Fast Implied Volatility Calculation in Python

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