Finance, Options, Probability Theory, Stochastic Calculus, Swaps

Introduction to the Swap Model

September 29, 2020 — 0 Comments

Finance, Regulatory Reform, Risk Management, Value-at-Risk

Introduction to SIMM

March 8, 2020 — 0 Comments

Bonds, Finance, Interest Rates

Negative Interest Rates

October 3, 2019 — 0 Comments

Bonds, Finance

Par DV01 versus Zero DV01

September 24, 2019 — 0 Comments

Boost, C++, European Options, Finance, Options, Programming, QuantLib

Creating an Instrument Class in C++

December 14, 2018 — 0 Comments

Finance

Expected Credit Loss under IFRS 9

December 11, 2018 — 0 Comments

Boost, C++, European Options, Options, Programming, QuantLib

Implementing a QuantLib Pricing Engine

December 11, 2018 — 0 Comments

Boost, C++, European Options, Finance, Options, Programming, QuantLib

Writing Your First QuantLib Program in C++

December 7, 2018 — 0 Comments

Finance, Trading

The Trump Reflation Trade

March 22, 2017 — 0 Comments

Bonds, Finance

Bond Valuation III – Short and Forward Rates

May 9, 2015 — 0 Comments