## python and derivatives pricing tutorial Tutorial objective: write and understand simple minimal programs in python for pricing financial derivatives topics: Brownian motion objective: draw and calculate properties of brownian motion using python Black scholes pricing objective: calculate call option price Heston model objective: draw forward

## How to prepare for quantitative finance intervew

If you apply for quant analyst/quant developer job at investment bank/ hedge fund your quantitative finance interview will generally consist of 4 parts: Programming (C++,python,data structures) General probability/calculus questions Stochastic calculus Derivatives pricing questions for asset class (equity derivatives,interest rate

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## Derivatives CVA calculation example Monte-Carlo with python

Here we’ll show an example of code for CVA calculation (credit valuation adjustment) using python and Quantlib with simple Monte-Carlo method with portfolio consisting just of a single interest rate swap.It’s easy to generalize code to include more financial instruments

## Black Scholes calculator online with dividends

Black Scholes calculator online price of Call option and Option’s delta and gamma introduce inputs in yellow cells: dividend yield (all cash dividends divided by spot) excel : Advanced Black Scholes calculator Advanced Black-Scholes online calculator takes real market interest

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## Amortizing interest rate swap valuation excel example

Amortizing interest rate swap valuation excel with 2 curves example: for online amortizing interest rate swap valuation with credit valuation adjustment see Online Amortizing Interest rate swap valuation with CVA and OIS discounting for quantlib python version see Amortizing Interest

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## hedge effectiveness testing – hedge accounting

What is a hedge effectiveness testing? it’s a numerical test in hedge accounting to determine if hedging financial instrument effectively hedges underlying loan. In case when hedge is effective company can apply “hedge accounting” and would not be obliged to

## How to value FX forward pricing example

FX forward Definition An FX Forward contract is an agreement to buy or sell a fixed amount of foreign currency at previously agreed exchange rate (called strike) at defined date (called maturity). FX Forward Valuation Calculator FX forward example trade

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