Browsing by Subject "Python"

Now showing items 1-2 of 2

    • Computational finance using QuantLib-Python 

      Varma, Jayanth R.; Virmani, Vineet (IEEE Computer Society, 2016)
      Given the complexity of over-the-counter derivatives and structured products, almost all derivatives pricing today is based on numerical methods. Large financial institutions typically have their own teams of developers ...

    • 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 ...