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

   finance  

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

   quantlib   python   finance  

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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  

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Discusses simulation of the Hull White interest rate term structure model in QuantLib Python

   quantlib   python   finance  

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

   python   finance   quantlib  

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

   python   finance   quantlib  

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

   python   finance   quantlib  

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Here I explain how to make sense of the econometric factor model widget.

   finance   investing   widget  

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An econometric factor model to explain factor exposures and risk

   finance   investing   widget  

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This handbook gives a concise introduction to option models. Part II gives a basic introduction to binomial trees and its usage in pricing options.

   finance   option models   binomial tree  

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