In this blog series, I will aim to code the formulas and model algorithms covered in the CFA Level 2 program using Python and DolphinDB. Each topic will begin with a brief explanation of the formulas or algorithms, followed by their implementations in Python and DolphinDB. Bond futures are financial contracts that obligate the buyer … Continue reading Coding towards CFA (3) – Bond Futures Pricing
Tag: Quantitative Finance
Coding towards CFA (2) – FRA Pricing & Valuation
In this blog series, I will aim to code the formulas and model algorithms covered in the CFA Level 2 program using Python and DolphinDB. Each topic will begin with a brief explanation of the formulas or algorithms, followed by their implementations in Python and DolphinDB. This blog post focuses on pricing and valuing forward … Continue reading Coding towards CFA (2) – FRA Pricing & Valuation
Coding towards CFA (1) – Forward Contract Pricing & Valuation
This blog post focuses on pricing and valuing forward contracts for underlying assets with or without carry costs and benefits, as well as pricing stock index forward contracts. In this blog series, I will aim to code the formulas and model algorithms covered in the CFA Level 2 program using Python and DolphinDB. Each topic … Continue reading Coding towards CFA (1) – Forward Contract Pricing & Valuation


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