Browsing by Subject "Open-source computing"

Now showing items 1-2 of 2

    • Derivatives pricing using QuantLib: an introduction 

      Varma, Jayanth R.; Virmani, Vineet (Indian Institute of Management Ahmedabad, 2015)
      Given the complexity of over-the-counter derivatives and structured products, al- most all of derivatives pricing today is based on numerical methods. While large fi- nancial institutions typically have their own team of ...

    • Shiny alternative for finance in the classroom 

      Varma, Jayanth R.; Virmani, Vineet (Indian Institute of Management Ahmedabad, 2017-03-31)
      Despite the popularity of open-source languages like R and Python in modern empirical research and the data-science industry, spreadsheet programs like Microsoft Excel remain the data analysis software of choice in much ...