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Quantitative Finance
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SmallChess
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View all questions and answers
answer
15
Why does it take so many lines of code to price even the simplest of options with QuantLib
Oct 5, 2015
question
14
Why linear interpolation not appropriate for volatility surface construction?
Sep 15, 2015
answer
13
How to replicate a digital call option
Jul 19, 2015
question
8
Greeks for binary option?
Dec 4, 2015
question
7
Financial Products Markup Language
Apr 2, 2011
answer
7
About the definition of a complete market
Jul 28, 2016
answer
6
How do you check your option calculations?
Jun 8, 2016
answer
6
Install QuantLib on Mac OS X
Apr 8, 2017
answer
5
Testing a Monte Carlo simulation independently
Nov 11, 2015
answer
5
Present and future role of pricing quants
Dec 5, 2015

Top Meta posts

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Should requests for code that implements some method relevant to QF be on-topic?