Articles with the Python tag

QuantLib Python CookBook Is Almost Done

August 27, 2018 by Goutham Balaraman

Updates on the QuantLib Python Cookbook

   Python   QuantLib   Python   Programming  

QuantLib Python CookBook Is Almost Done

August 27, 2018 by Goutham Balaraman

Updates on the QuantLib Python Cookbook

   Python   QuantLib   Python   Programming  

Optimizing Python Code: Numba vs Cython

August 03, 2017 by Goutham Balaraman

Python examples demonstrating performance improvements using cython and numba

   python   programming   development   pandas   numpy   numba  

American Option Pricing with QuantLib and Python

July 23, 2017 by Goutham Balaraman

This post explains valuing American Options using QuantLib and Python

   quantlib   python   finance  

Variance Reduction in Hull-White Monte Carlo Simulation Using Moment Matching

June 26, 2017 by Goutham Balaraman

This post explains how to use moment matching to reduce variance in Monte Carlo simulation of the Hull-White term structure model.

   quantlib   python   finance  

Multi-Processing with Pandas and Dask

May 04, 2017 by Goutham Balaraman

Multiprocessing of large datasets using pandas and dask

   python   programming   development   pandas   dask  

Numpy Vs Pandas Performance Comparison

March 14, 2017 by Goutham Balaraman

Interesting performance comparisons between pandas and numpy

   python   programming   development   pandas   numpy  

Profiling Python Code in Jupyter Notebooks

March 02, 2017 by Goutham Balaraman

Some notes on profiling python code in the Jupyter notebook environment

   Python   Jupyter   Programming  

Introducting Introspection in QTK

September 01, 2016 by Goutham Balaraman

Provides an example of the concept of introspection in QTK

   qtk   python   finance  

Valuing Callable Bonds Using QuantLib Python

August 30, 2016 by Goutham Balaraman

In this post we look at valuing callable bonds using QuantLib Python

   quantlib   python   finance