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 2 years, 10 months
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22 Negative price of oil Apr 21 '20
9 Forecasting non-maturity deposits with machine learning Jan 11
7 Why are Interest Rate Swaps not valued using Monte Carlo Simulations? Feb 20 '20
6 SABR Model Pricing Engine in Python QuantLib Sep 4 '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 FX Forward rate agreement valuation in quantlib Jun 24 '20
5 Bootstrapping OIS curve Sep 29 '20
5 QuantLib Python: why is the NPV different? NPV(0.1,[0,110]) should be 100, not 99.53 Feb 6
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