C# Historical dividend retrieval in Excel
February 6, 2016
More in depth into Credit Support Annex (CSA)
January 31, 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 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…
VBA and Quant finance This article is actually a first part of an introductory course to VBA coding, given at Solvay School of Economics in Feb. 2014. The Excel…
This article suggests another architectural approach to the one elaborated in part 2 of this series of articles dedicated to option pricing via Python. In the latter indeed, we…