Quantitative Finance
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David Duarte

  • 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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  • Lisbon, Portugal
  • Member for 1 year, 5 months
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Top posts (47) All Questions Answers | Votes Newest

4 Why do I get this difference when simulating geometric Brownian motion? Jan 21
4 QuantLib returns slightly different bondYield when backtested Feb 12
3 Quantlib Bond PV01 by Tenor Jan 16
3 How are Interest Rate Swaps Quoted Oct 19 '18
3 Quantlib specify contract duration instead of dates Jan 8
2 Interest rate calculation Jan 8
2 Why doesn't tenor of Euribor index change spot rate in Quantlib? Dec 27 '19
2 Delta neutral strategy using a combination of put and call options Oct 22 '18
2 Structured Payoff Scripting in QuantLib Sep 21 '18
2 Creating a Covariance Matrix Jan 28
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