Python examples demonstrating performance improvements using cython and numba
This post explains valuing American Options using QuantLib and Python
This post explains how to use moment matching to reduce variance in Monte Carlo simulation of the Hull-White term structure model.
Multiprocessing of large datasets using pandas and dask
Interesting performance comparisons between pandas and numpy
Some notes on profiling python code in the Jupyter notebook environment
Provides an example of the concept of introspection in QTK
In this post we look at valuing callable bonds using QuantLib Python
In this post we do a deep dive on calibration of Heston model using QuantLib Python and Scipy's Optimize package.
Provides an example of valuing bonds with credit spreads using QuantLib Python. This post walks through an example of shifting the yield term structure.