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Quantitative Finance
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Francis
  • Member for 3 years, 10 months
  • Last seen more than 1 year ago
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38
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5
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12
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12
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12
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12
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25
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Top posts
answer
5
USD Swap curve prices do not line up with inputs
Apr 30, 2021
question
4
CDS - IR currency for conversion between upfront and conventional spread
Nov 12, 2020
question
2
Mechanics of index CDS options
Jan 6, 2021
question
2
Index CDS Option (Spread Quoted) - Black's Formula
May 11, 2021
answer
2
Python QuantLib FuturesRateHelper issue
Apr 30, 2021
answer
2
QuantLib Python: how to calculate duration and convexity for irregular cashflows? Can I use SimpleCashFlow or must I define a custom bond?
Feb 7, 2021
answer
1
Single period risk-neutral probability derivation
Jan 30, 2021
question
1
CDS - 2015 roll convention and short CDS tenors
Nov 15, 2020
Top network posts
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25
Extract unit test results from multi-stage Docker build (.NET Core 2.0)
6
static constexpr undefined reference error on clang
5
Windows vs Linux - C++ Thread Pool Memory Usage