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SmallChess

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Top posts (79) All Questions Answers | Votes Newest

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