User Luigi Ballabio - Quantitative Finance Meta Stack Exchange

Luigi Ballabio

Member for 12 years, 4 months
Last seen more than a week ago

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One of the administrators and lead developers of the QuantLib project (http://quantlib.org). Also husband, father of four, ex-physicist, and amateur musician. Blogging at https://www.implementingquantlib.com.

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Dec 21, 2016
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Apr 17, 2015

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28

Calculating EuropeanOptionImpliedVolatility in quantlib-python

13

Simple QuantLib Bond Math

13

Pricing a FixedRateBond in Quantlib: yield vs TermStructure

12

Use QuantLib Python to calculate Swap DV01

12

QuantLib and exact numerical simulation