Articles with the finance tag

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  

Hull White Term Structure Simulations with QuantLib Python

May 01, 2015 by Gouthaman Balaraman

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

   quantlib   python   finance  

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  

Understanding the Econometric Factor Model

October 26, 2014 by Gouthaman Balaraman

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

   finance   investing   widget  

Econometric Factor Model

October 20, 2014 by Gouthaman Balaraman

An econometric factor model to explain factor exposures and risk

   finance   investing   widget  

Option Model Handbook, Part II: Introduction to Binomial Trees

September 30, 2014 by Gouthaman Balaraman

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  

Modern Portfolio Theory Statistics

September 21, 2014 by Gouthaman Balaraman

This is a small widget that lets you view the modern portfolio theory statistics for a selection of stocks

   finance   investing   widget  

Option Model Handbook, Part I: Introduction to Option Models

August 08, 2014 by Gouthaman Balaraman

This handbook gives a concise introduction to option models. Part I gives a basic introduction to principles behind option model pricing

   finance   option models   binomial tree