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, Interest Rates, Regulatory Reform, Risk Management

What is IRRBB?

December 3, 2018 — 1 Comment

Boost, C++, Programming, QuantLib

Building QuantLib in VS2017

December 2, 2018 — 5 Comments

Finance, Trading

The Trump Reflation Trade

March 22, 2017 — 0 Comments

Differential Geometry, Mathematics

Tensors

March 19, 2017 — 1 Comment

Algebra, Mathematics

Kernels

January 27, 2017 — 0 Comments

Mathematics, Probability Theory, Stochastic Calculus

Quadratic Variation

January 26, 2017 — 2 Comments