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Showing posts with label
Exposures
.
Show all posts
Showing posts with label
Exposures
.
Show all posts
Monday, March 2, 2020
Python: Simulating Exposures Using Multiprocessing Pool
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This post is presenting a scheme for simulating exposures for European call option on a non-dividend-paying stock by using Multiprocessing.P...
Monday, December 17, 2018
QuantLib-Python: Exposure Simulation
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This Python program is using QuantLib library tools for simulating exposures for one selected Bloomberg vanilla benchmark swap transaction....
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