elle
(Elle)
#1
G
general market model, The General Results, Derivatives Portfolios
General Purpose Graphical Processing Units (GPGPUs), Generation of Random Numbers
on GPUs
generate_payoff method, The Valuation Class
geometric Brownian motion, Simulation of Financial Models, Geometric Brownian
Motion
get_info method, The Class
global optimization, Global Optimization, Calibration Procedure
graphical analysis, Graphical Analysis
(see also matplotlib library)
graphical user interfaces (GUIs)
cash flow series with, Cash Flow Series Class with GUI
libraries required, Graphical User Interfaces
Microsoft Excel as, Excel Integration
short rate class with, Short Rate Class with GUI
updating values, Updating of Values
Greeks, estimation of, Generic Valuation Class
groupby operations, GroupBy Operations
Gruenbichler and Longstaff model, The Financial Model
Guassian quadrature, Numerical Integration
H
HDF5 database format, Working with Arrays
Heston stochastic volatility model, Stochastic volatility
high frequency data, High-Frequency Data
histograms, Other Plot Styles
HTML-based web pages, httplib
httplib library, httplib
hypertext transfer protocol, httplib
I
immutability, Lists
implied volatilities
Black-Scholes-Merton formula, Implied Volatilities
