Category: Options
8 Posts
Finance, Finance, Mathematics, Options
Options Hide in Taylor Series
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
Boost, C++, European Options, Finance, Options, Programming, QuantLib
Creating an Instrument Class in C++
Boost, C++, European Options, Options, Programming, QuantLib
Implementing a QuantLib Pricing Engine
Boost, C++, European Options, Finance, Options, Programming, QuantLib