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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18 Negative price of oil Apr 21
5 Why are Interest Rate Swaps not valued using Monte Carlo Simulations? Feb 20
5 Derivation of Swap rate formula Feb 24
4 QuantLib returns slightly different bondYield when backtested Feb 12
4 Why do I get this difference when simulating geometric Brownian motion? Jan 21
4 Value of a 30 year bond using the Yield curve 2 days ago
4 How to get the price of a bond if the yield is given or viceversa in QuantLib yesterday
3 Python Monte-Carlo Convergence Apr 22
3 Quantlib Bond PV01 by Tenor Jan 16
3 How are Interest Rate Swaps Quoted Oct 19 '18
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