C++, Interest Rates, QuantLib, SABR, Swaps, Volatility
Category: Finance
19 Posts
Getting Started with Derebit
Finance, Finance, Mathematics, Options
Options Hide in Taylor Series
Finance, Finance, Mathematics, Probability Theory, Volatility
Butterflies & Probability
Finance, Finance, Mathematics, Options, Probability Theory, Stochastic Calculus
A Recipe for Pricing
Commodities, Finance, Options, Probability Theory
Black-76
Finance, Options, Probability Theory, Stochastic Calculus, Swaps
Introduction to the Swap Model
Finance, Regulatory Reform, Risk Management, Value-at-Risk
Introduction to SIMM
Bonds, Finance, Interest Rates
Negative Interest Rates
From First Principles 