Valuing Treasury Futures Using QuantLib Python

December 02, 2015 by Gouthaman Balaraman

Provides an introduction to valuation of treasury futures contract in QuantLib Python.

   quantlib   python   finance  

QuantLib Python Tutorials With Examples

October 30, 2015 by Gouthaman Balaraman

This post is a collection of links to all my quantlib python tutorial

   quantlib   python   finance  

Short Interest Rate Model Calibration in QuantLib Python

October 27, 2015 by Gouthaman Balaraman

Provides examples of short interest rate model calibration to swaption volatilities in QuantLib Python

   quantlib   python   finance  

Modeling Vanilla Interest Rate Swaps Using QuantLib Python

October 20, 2015 by Gouthaman Balaraman

Provides a basic introduction to valuing interest rate swaps using QuantLib Python.

   quantlib   python   finance  

Valuing European Option Using the Heston Model in QuantLib Python

September 08, 2015 by Gouthaman Balaraman

Introduces an example on how to value European options using Heston model in Quantlib Python

   quantlib   python   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  

How to Build a Fundamental Factor Model

June 22, 2015 by Gouthaman Balaraman

This post outlines the methodology behind building a fundamental factor model.

   finance  

On the Convergence of Hull White Monte Carlo Simulations

May 22, 2015 by Gouthaman Balaraman

Discusses the convergence of the Monte-Carlo simulations of the Hull-White model

   quantlib   python   finance  

Option Model Handbook, Part III: European Option Pricing With QuantLib Python

May 08, 2015 by Gouthaman Balaraman

Demonstrates how to price European options using QuantLib Python. Methods using Black-Scholes-Merton formula and binomial tree will be discussed.

   quantlib   python   finance   option models