Updates on the QuantLib Python Cookbook

   Python   QuantLib   Python   Programming  

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Python examples demonstrating performance improvements using cython and numba

   python   programming   development   pandas   numpy   numba  

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This post explains valuing American Options using QuantLib and Python

   quantlib   python   finance  

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This post explains how to use moment matching to reduce variance in Monte Carlo simulation of the Hull-White term structure model.

   quantlib   python   finance  

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Multiprocessing of large datasets using pandas and dask

   python   programming   development   pandas   dask  

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Interesting performance comparisons between pandas and numpy

   python   programming   development   pandas   numpy  

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Some notes on profiling python code in the Jupyter notebook environment

   Python   Jupyter   Programming  

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Provides an example of the concept of introspection in QTK

   qtk   python   finance  

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In this post we look at valuing callable bonds using QuantLib Python

   quantlib   python   finance  

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In this post we do a deep dive on calibration of Heston model using QuantLib Python and Scipy's Optimize package.

   quantlib   python   finance   scipy  

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