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- W2183967336 abstract "Given the complexity of over-the-counter derivatives and structured products, al- most all of derivatives pricing today is based on numerical methods. While large �- nancial institutions typically have their own team of developers who maintain state- of-the-artnancial libraries, till a few years ago none of that sophistication was avail- able for use in teaching and research. For the last decadethere is now a reliable C++ open-source library available called QuantLib . This note introduces QuantLib for pricing derivatives and documents our experience using QuantLib in our course on Computational Finance at the Indian Institute of Management Ahmedabad. The fact that it is also available (and extendable) in Python has allowed us to harness the power of C++ with the ease of iPython notebooks in the classroom as well as for stu- dent's projects." @default.
- W2183967336 created "2016-06-24" @default.
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- W2183967336 date "2015-03-27" @default.
- W2183967336 modified "2023-09-27" @default.
- W2183967336 title "atives Pricing using QuantLib : An Introduction" @default.
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