C# Historical dividend retrieval in Excel
February 6, 2016
object oriented VBA swaption pricing – part 2
January 3, 2016
object oriented VBA Swap pricing – Part 1
December 24, 2015
Plot Quandl data in Python
November 15, 2015
Cap and Floor pricing: stripping the basics
October 31, 2015
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A website about uncertainty, convexity in Finance, Computation and algorithmic.
As we already discussed, financial institutions use more and more Credit Support Annex (CSA) to protect themselves against a potential default of their counterparties and more generally to…
As 2016 started, we wish you and your family a great year ahead. Happy New Year! This post is a continuation of our discussion on swap and VBA swaption pricing, and a conclusion…