## Articles with the finance tag

### 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

### 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