Computational Finance Using QuantLib-Python PROJECT TITLE :Computational Finance Using QuantLib-PythonABSTRACT:Given the complexity of over-the-counter derivatives and structured merchandise, nearly all derivatives pricing these days is predicated on numerical methods. Massive financial establishments usually have their own teams of developers who maintain state-of-the-art financial libraries, but until a few years ago, none of that sophistication was accessible to be used in teaching and analysis. But, for the past decade, QuantLib, a reliable C++ open supply library, has been offered. In this article, the authors introduce QuantLib for pricing derivatives and document their experiences using its Python extension, QuantLib-Python, in their computational finance course at the Indian Institute of Management, Ahmedabad. The fact that QuantLib is out there in Python makes it doable to harness the ability of C++ with the ease of IPython notebooks to be used in both the classroom and student comes. Did you like this research project? To get this research project Guidelines, Training and Code... Click Here facebook twitter google+ linkedin stumble pinterest A Support Vector Machine-Based Framework for Detection of Covert Timing Channels Majority-Inverter Graph: A New Paradigm for Logic Optimization
