Exploring the future of financial data architecture: AI-native financial data foundation, large-scale financial data processing, and enterprise data quality & governance.
Tag: Volatility
In CFA Fixed Income curriculum, module 3, section 3, "Effect of Interest Rate Volatility", the impact of interest rate volatility on the value of callable and putable bonds is explored. In this blog post, I will replicate the examples from the CFA curriculum using Python code, leveraging the QuantLib library for bond valuations, including: Effect … Continue reading Effect of Interest Rate and Volatility
Implied volatility (IV) is a key metric in options trading and risk management. It is derived from the market price of an option and reflects the market's consensus view on the expected future volatility of the underlying asset. There is a lot of information that can be interpreted from IV. For example, high IV often … Continue reading Implied Volatility Calculation
Data Ninjago (Financial Data Architecture) 
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