Quantitative Finance
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SmallChess

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13 Why linear interpolation not appropriate for volatility surface construction? Sep 15 '15
13 How to replicate a digital call option Jul 19 '15
13 Why does it take so many lines of code to price even the simplest of options with QuantLib Oct 5 '15
6 How do you check your option calculations? Jun 8 '16
6 Install QuantLib on Mac OS X Apr 8 '17
6 Greeks for binary option? Dec 4 '15
6 Financial Products Markup Language Apr 2 '11
5 How to select the initial guess for implied volatility? Feb 21 '16
5 Bootstrap yield curve with QLNet / Quantlib May 17 '15
5 Quantitative Finance Programming Language Jun 4 '15
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