Quantitative Finance
David Duarte
  • Member for 3 years, 4 months
  • Last seen this week
  • Lisbon, Portugal
Profile Activity
Stats
5,170
reputation
142k
reached
160
answers
2
questions
Communities
View all
About
  • Head of Trading Room at Portuguese Debt Management Office
  • Lecturer of Computational Finance and Financial Derivatives (Data Science for Finance Course)

LinkIn profile link

Badges
View all badges
1
gold badge
5
silver badges
19
bronze badges
Top tags
View all tags
180
Score
90
Posts
56
Posts %
102
Score
44
Posts
27
Posts %
42
Score
22
Posts
14
Posts %
36
Score
14
Posts
9
Posts %
24
Score
15
Posts
9
Posts %
24
Score
10
Posts
6
Posts %
Top posts
View all questions and answers
All Questions Answers
Votes Newest
22
Negative price of oil
Apr 21 '20
9
Forecasting non-maturity deposits with machine learning
Jan 11 '21
7
SABR Model Pricing Engine in Python QuantLib
Sep 4 '20
7
Why are Interest Rate Swaps not valued using Monte Carlo Simulations?
Feb 20 '20
6
FX Forward rate agreement valuation in quantlib
Jun 24 '20
6
Can we think of Overnight Index Swaps as short-term IRS?
Jun 28 '20
6
Bootstrap with QuantLib: Fair Swap or zero NPV
Jun 30 '20
5
Bond portfolio valuation in Quantlib python
Aug 14 '20
5
Bootstrapping OIS curve
Sep 29 '20
5
Forward bond yield with QuantLib
Oct 28 '20
Top network posts
View all network posts
5
Fast Implied Volatility Calculation in Python

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.