Posted by
Toyin Akin on
URL: http://quantlib.414.s1.nabble.com/QuantLib-usage-in-commercial-appilcations-tp11354p11357.html
Hi All,
I have uploaded 3 new training videos (over 2.5 hours of new video viewing
content) demostrating vanilla and exotic option pricing (including building,
sorting, grouping and pricing portfolios of vanilla and exotic option deals
within the CapeTools QuantTools XL library).
I have also copied up a video that demostrates building stochatic process
objects as well as grouping stochastic objects within a correlated
stochastic array and conducting two types of montecarlo simulations using
the correlated stochastic array. Furthermore, once the simulation objects
has been created, there are further functions to query the object for the
simulated paths as well as applying custon payoffs within Excel.
Finally, the simulation demo presents an introduction to the montecarlo
generic pricing framework.
For those of you who are familiar with QuantLib's stochastic process and
simulation classes, you should find this particular video easy going as the
objects used are based directly on these quantLib classes. In fact within
the video, we make several references to QuantLib's documentation.
You can view these free training videos from www.QuantTools.com.
Simply navigate to the Download/Screenshot -> Training Videos link within
the menu.
New videos are :
Pricing (vanilla and exotic option pricing) : Duration 57 minutes
Portfolio Pricing (vanilla and exotic option portfolio manipulation and
pricing) : Duration 43 minutes
Simulation (for equity type underlyings) : Duration 57 minutes
We have also updated the CapeTools QuantTools XL library to v2.0.5.
Basically we have fixed quite a few bugs that we ourselves have found and
those found by some of our users.
Please see details on the site for what has changed.
Enjoy,
Best Regards,
Toyin Akin.
CapeTools QuantTools.
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