C# Historical dividend retrieval in Excel
February 6, 2016
More in depth into Credit Support Annex (CSA)
January 31, 2016
object oriented VBA swaption pricing – part 2
January 3, 2016
object oriented VBA Swap pricing – Part 1
December 24, 2015
Cap and Floor pricing: stripping the basics
October 31, 2015
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Quandl is a platform that offers free and premium access to financial and economic data. On top of this the data export is supported by many languages and…
Option greeks: formula proofs and python implementation – Part 2 This documents is the second part of a general overview of vanilla options partial sensitivities (option greeks). In a…
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Option greeks: formula proofs and python implementation. This documents is the first part of a general overview of vanilla options partial sensitivities (option greeks). Here we provide 1st…