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SmallChess
  • Member for 11 years, 5 months
  • Last seen more than a month ago
13 votes

How to replicate a digital call option

13 votes
Accepted

Why does it take so many lines of code to price even the simplest of options with QuantLib

6 votes
Accepted

How do you check your option calculations?

6 votes

About the definition of a complete market

6 votes

Install QuantLib on Mac OS X

5 votes
Accepted

Testing a Monte Carlo simulation independently

5 votes

Present and future role of pricing quants

5 votes

Quantitative Finance Programming Language

5 votes
Accepted

Bootstrap yield curve with QLNet / Quantlib

4 votes

Exchange rate model and Martingales

4 votes
Accepted

Python Quantlib yield curve dates different than input

4 votes

How should I develop my coding ability in order to set myself up for a quant role?

3 votes
Accepted

Would it possible to use quantlib finance library to calculate folowing measures?

3 votes

Still confused : risk neutral measure/world

3 votes

Online courses or C++ books combined with Finance (alternatives to Duffy and Joshi)

3 votes
Accepted

Books on financial instruments?

3 votes
Accepted

How to price touch options using quantlib?

2 votes
Accepted

Quantlib FRA with shifted start date

2 votes
Accepted

Portfolio Strategies Project

2 votes

Risk Free Rate vs LIBOR

2 votes

How to install QuantLib with Python SWIG for the first time?

2 votes
Accepted

analytic formula for the value of an American put option

2 votes

Compiling QuantLib example

2 votes
Accepted

How to construct interest rate trinomial tree for Hull-White model using QuantLib and Python

1 vote

Monte carlo simulation for arithmetic average price asian option

1 vote
Accepted

Option pricing books for engineers

1 vote

Wrong pricing of Asian Option

1 vote
Accepted

Perform scipy Kolmogorov-Smirnov Test for lognormal distribution in GBM

1 vote

Are these steps correct to calculate Value-at-Risk with a Monte Carlo simulation?

1 vote

Value At Risk for Long and short position with same maturity and same traded price