Articles by Goutham Balaraman

QuantLib Python Cookbook Announcement

June 15, 2016 by Goutham Balaraman

Announcement of the "QuantLib Python Cookbook"

   quantlib   python   finance  

Modeling Volatility Smile and Heston Model Calibration Using QuantLib Python

May 19, 2016 by Goutham Balaraman

Provides an introduction to constructing implied volatility surface consistend with the smile observed in the market and calibrating Heston model using QuantLib Python.

   quantlib   python   finance  

Valuing Convertible Bonds Using QuantLib Python

March 16, 2016 by Goutham Balaraman

Provides an introduction to valuation of convertible bonds using QuantLib Python with a minimal example.

   quantlib   python   finance  

Understanding Interest Rate Risk

March 09, 2016 by Goutham Balaraman

Gives an introductory understanding of why different business units care about interest rate risk and how they can address it.

   hedging   finance   risk management  

An Introduction to the Fundamental Review of the Trading Book (FRTB)

February 19, 2016 by Goutham Balaraman

Gives an introduction to the proposals and changes introduced due to the Fundamental Review of the Trading Book (FRTB)

   regulation   finance  

Adding Caching to Python Flask-Blogging Engine

July 25, 2015 by Goutham Balaraman

This post will discuss caching support to Flask-Blogging

   python   flask   programming  

Flask-Blogging: A Python Flask Blog Engine as an Extension

July 04, 2015 by Goutham Balaraman

This post will give an introduction to Markdown based Flask blog engine extension.

   python   flask   programming  

An Introduction to Interest Rate Term Structure in QuantLib Python

April 08, 2015 by Goutham Balaraman

This post will walk through the basics of bootstrapping yield curve in QuantLib Python.

   python   finance   quantlib  

Modeling Fixed Rate Bonds in QuantLib Python

March 30, 2015 by Goutham Balaraman

This post will walk through an example of modeling fixed rate bonds using QuantLib Python.

   python   finance   quantlib  

Introduction to QuantLib Python

March 24, 2015 by Goutham Balaraman

This post will walk through some of the basics of QuantLib Python library.

   python   finance   quantlib