Quantitative Finance
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Pythonista anonymous

Apparently, this user prefers to keep an air of mystery about them.

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  • Member for 2 years, 3 months
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  • Last seen Jul 13 at 20:56

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5 How can a deep discount bond with a longer time to maturity have a LOWER duration than an otherwise identical bond with a shorter time to maturity? Feb 9
3 Future Value: the functions in Excel, Matlab and Numpy Financial don't work when the number of periods is large May 11
1 How to write a javascript formula for the time to clear debt on a credit card calculator? Feb 17
0 Proof that IRR(A) < IRR(A+B) < IRR(B) ? Ie that the IRR of two cashflows together must be within the range of the IRR of the two cashflows? Apr 28 '19
0 How to model fixed-rate loans or mortgages with act/365 but constant payment Feb 11
0 Future Value: the functions in Excel, Matlab and Numpy Financial don't work when the number of periods is large May 10
0 Beginner's resources on copulas and impact of correlation on loan defaults? Jul 3
0 Macaulay or modified duration in Python Feb 7
0 Modified or Macauley Duration in python Feb 7
-1 Converting pandas datetime to QuantLib dates: why do the inputs need to be converted to int only some times? It seems random Feb 6
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