Tag: Python

Computation / Cross Asset / Financial / Python

Plot Quandl data in Python

Quandl Python - Debt as % of GDP

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…

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Computation / Derivatives / Financial / Python

Option greeks: formula proofs and python implementation – Part 3

Option pricing python inheritance

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…

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Computation / Derivatives / Financial / Python

Option pricing with QuantLib Python

In a previous article we presented how to build and install QuantLib so that it could be called in a Python script. Here we introduce how to use…

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Computation / Misc / Python

Build QuantLib for Python

Quantlib Python

I wanted to write this article to share my experience of Quantlib compilation for Python. And also it recapitulates some stages that I could forget if i had…

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Computation / Misc / Python

Python Unit Tests

Python Unit Tests This article covers briefly how you can run Python Unit Tests against a suite of analytics in Visual Studio 2010 with Python Tools for Visual Studio (PTVS). Visual…

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Computation / Derivatives / Equity / Financial / Python

Greeks: option sensitivies, formula proofs and Python scripts – Part 2

Options Greeks Python Vanna

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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Computation / Python

3D plot in Python from text file data

Python 3D Plot made simple, from text file data. This brief article introduces how you can plot a 3D chart in Python from data that you would store…

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Computation / Derivatives / Financial / Python

Greeks: option sensitivies, formula proofs and Python scripts

delta chart greeks

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…

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