Announcement of the "QuantLib Python Cookbook"


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Hello everybody! Luigi Ballabio and I have published "QuantLib Python Cookbook" on Leanpub. This book is a collection of Luigi's youtube videos and my blog posts tutorials on QuantLib python.

This book gives an introduction to various QuantLib concepts such as interest rate curve construction, calibration and simulation of interest and equity models, and finally valuation of bonds and equities. This book is meant to be a resource for the QuantLib community at large.



   quantlib   python   finance  

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I am Goutham Balaraman, and I explore topics in quantitative finance, programming, and data science. You can follow me @gsbalaraman.

Checkout my book

Updated posts from this blog and transcripts of Luigi's screencasts on YouTube is compiled into QuantLib Python Cookbook .