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<h3>
<a href="http://gouthamanbalaraman.com/blog/quantlib-python-cookbook-almost-done.html" rel="bookmark" title="Permalink to QuantLib Python CookBook Is Almost Done">QuantLib Python CookBook Is Almost Done</a>
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August 27, 2018
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<a class="url fn" href="http://gouthamanbalaraman.com/author/goutham-balaraman.html">Goutham Balaraman</a>
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Updates on the QuantLib Python Cookbook
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<a href="http://gouthamanbalaraman.com/blog/optimizing-python-numba-vs-cython.html" rel="bookmark" title="Permalink to Optimizing Python Code: Numba vs Cython">Optimizing Python Code: Numba vs Cython</a>
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August 03, 2017
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<a class="url fn" href="http://gouthamanbalaraman.com/author/goutham-balaraman.html">Goutham Balaraman</a>
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Python examples demonstrating performance improvements using cython and numba
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<a href="http://gouthamanbalaraman.com/blog/american-option-pricing-quantlib-python.html" rel="bookmark" title="Permalink to American Option Pricing with QuantLib and Python">American Option Pricing with QuantLib and Python</a>
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July 23, 2017
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<a class="url fn" href="http://gouthamanbalaraman.com/author/goutham-balaraman.html">Goutham Balaraman</a>
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<p>
This post explains valuing American Options using QuantLib and Python
</p>
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<span class="label label-default"><a href="http://gouthamanbalaraman.com/tag/quantlib.html">quantlib</a></span>
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<a href="http://gouthamanbalaraman.com/blog/variance-reduction-hull-white-quantlib.html" rel="bookmark" title="Permalink to Variance Reduction in Hull-White Monte Carlo Simulation Using Moment Matching">Variance Reduction in Hull-White Monte Carlo Simulation Using Moment Matching</a>
</h3>
June 26, 2017
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<a class="url fn" href="http://gouthamanbalaraman.com/author/goutham-balaraman.html">Goutham Balaraman</a>
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This post explains how to use moment matching to reduce variance in Monte Carlo simulation of the Hull-White term structure model.
</p>
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<span class="label label-default"><a href="http://gouthamanbalaraman.com/tag/quantlib.html">quantlib</a></span>
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<h3>
<a href="http://gouthamanbalaraman.com/blog/distributed-processing-pandas-dask.html" rel="bookmark" title="Permalink to Multi-Processing with Pandas and Dask">Multi-Processing with Pandas and Dask</a>
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May 04, 2017
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<a class="url fn" href="http://gouthamanbalaraman.com/author/goutham-balaraman.html">Goutham Balaraman</a>
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Multiprocessing of large datasets using pandas and dask
</p>
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<span class="label label-default"><a href="http://gouthamanbalaraman.com/tag/python.html">python</a></span>
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<a href="http://gouthamanbalaraman.com/blog/numpy-vs-pandas-comparison.html" rel="bookmark" title="Permalink to Numpy Vs Pandas Performance Comparison">Numpy Vs Pandas Performance Comparison</a>
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March 14, 2017
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<a class="url fn" href="http://gouthamanbalaraman.com/author/goutham-balaraman.html">Goutham Balaraman</a>
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<p>
Interesting performance comparisons between pandas and numpy
</p>
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<span class="label label-default"><a href="http://gouthamanbalaraman.com/tag/python.html">python</a></span>
<span class="label label-default"><a href="http://gouthamanbalaraman.com/tag/programming.html">programming</a></span>
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<h3>
<a href="http://gouthamanbalaraman.com/blog/profiling-python-jupyter-notebooks.html" rel="bookmark" title="Permalink to Profiling Python Code in Jupyter Notebooks">Profiling Python Code in Jupyter Notebooks</a>
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March 02, 2017
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<a class="url fn" href="http://gouthamanbalaraman.com/author/goutham-balaraman.html">Goutham Balaraman</a>
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Some notes on profiling python code in the Jupyter notebook environment
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<h3>
<a href="http://gouthamanbalaraman.com/blog/introspection-in-qtk-python.html" rel="bookmark" title="Permalink to Introducting Introspection in QTK">Introducting Introspection in QTK</a>
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September 01, 2016
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<a class="url fn" href="http://gouthamanbalaraman.com/author/goutham-balaraman.html">Goutham Balaraman</a>
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Provides an example of the concept of introspection in QTK
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<span class="label label-default"><a href="http://gouthamanbalaraman.com/tag/python.html">python</a></span>
<span class="label label-default"><a href="http://gouthamanbalaraman.com/tag/finance.html">finance</a></span>
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<h3>
<a href="http://gouthamanbalaraman.com/blog/callable-bond-quantlib-python.html" rel="bookmark" title="Permalink to Valuing Callable Bonds Using QuantLib Python">Valuing Callable Bonds Using QuantLib Python</a>
</h3>
August 30, 2016
by
<a class="url fn" href="http://gouthamanbalaraman.com/author/goutham-balaraman.html">Goutham Balaraman</a>
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<p>
In this post we look at valuing callable bonds using QuantLib Python
</p>
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<span class="label label-default"><a href="http://gouthamanbalaraman.com/tag/quantlib.html">quantlib</a></span>
<span class="label label-default"><a href="http://gouthamanbalaraman.com/tag/python.html">python</a></span>
<span class="label label-default"><a href="http://gouthamanbalaraman.com/tag/finance.html">finance</a></span>
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<h3>
<a href="http://gouthamanbalaraman.com/blog/heston-calibration-scipy-optimize-quantlib-python.html" rel="bookmark" title="Permalink to Heston Model Calibration Using QuantLib Python and Scipy Optimize">Heston Model Calibration Using QuantLib Python and Scipy Optimize</a>
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July 31, 2016
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<a class="url fn" href="http://gouthamanbalaraman.com/author/goutham-balaraman.html">Goutham Balaraman</a>
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In this post we do a deep dive on calibration of Heston model using QuantLib Python and Scipy's Optimize package.
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