UnRisk Omega
Subscribe to Wilmott
Follow us on Twitter
join wilmott
login
forums
blogs
wiki
articles
audio visual
file share
news
events
jobs board
search
magazine
cqf
about us
subscribe
home
Callable Loan Credit Protection: Wilmott Magazine Article
Alain Verberkmoes and Anna Shepeleva 492 Views

A cancelable LCDS is a credit default swap on loans which is terminated when the underlying reference obligations are refinanced. In this paper we present a simple intuitive approach for dealing with such LCDS contracts. The focus is on the dependence of the issuer's decision to refinance on the issuer's credit spread. The resulting model allows for fast numerical evaluation and can be used for trading and risk management purposes.


Quiz 5: Necktie Paradox
Aaron Brown 5934 Views

Two different amounts of money are placed into envelopes. One envelope is selected at random and given to you. The other envelope is given to Paul. Neither you nor Paul know the amounts. Paul offers you a bet, which you may take or leave. The bet is that after opening the envelopes whoever has the larger amount of money gives it to the other, leaving him with nothing.

Automated Trading with Python [WEBINAR]
In our constant endeavour to include new research and value in Algorithmic Trading domain, QuantInsti is conducting a webinar on Automated Trading with Python with speaker as Dr. Yves J. Hilpisch.

We would like to take this opportunity to invite all the forum members to this webinar and a chance to connect with the leading expert. Read on to get more information about the webinar.

Automated Trading with Python [WEBINAR]

About the Webinar:

This webinar will illustrate how easy it is to implement typical steps of automated trading:

    Historical data scraping
    Backtesting of trading strategies
    Working with streaming data
    Automated trading in real-time

All examples will be based on the platform and API of http://oanda.com. Background information about Python and the libraries used can be found in the O?Reilly book Hilpisch, Yves (2014): ?Python for Finance ? Analyze Big Financial Data?.

Date: 10th February 2016
Time: 6 P.M. IST (tentatively) / 12:30 PM / 8:30 PM
Venue: Online

About the Speaker:
Yves J. Hilpisch is founder and managing partner of The Python Quants GmbH, Germany, as well as co-founder of The Python Quants LLC., New York City. The group provides Python-based financial and derivatives analytics software as well as consulting, development and training services related to Python, Open Source and Finance. Yves is also author of the book ?Derivatives Analytics with Python? (Wiley Finance, 2015). As a graduate in Business Administration with a Dr.rer.pol. in Mathematical Finance, he lectures on Computational Finance at the CQF Program.

Without any further ado please register on the following link - http://www.quantinsti.com/automated-trading-with-python-webinar/

Organizer:
QuantInsti is one of Asia?s pioneer Algorithmic Trading Research and Training Institute focused on preparing financial market professionals for the contemporary field of Algorithmic and High Frequency Trading. As the financial markets in emerging markets are rapidly evolving like developed markets; we foresee a disruptive change in the emerging markets landscape wherein exchange volumes to the tune of 70% and above will be generated by Algorithmic Trading.

QuantInsti institute developed the curriculum for the Asia?s first Executive Programme in Algorithmic Trading (EPAT) in 2009. As an initiative by financial markets professionals with stellar academic and professional credentials, the program aims to fulfil the pressing demands for highly specialized skill sets of a potentially lucrative domain of Algorithmic Trading. QuantInsti opened the doors to global participants in 2012 by introducing virtual classrooms for its flagship EPAT course and have seen participation from all inhabited continents since then.
Latest Tweets
New & Improved Wilmott Jobs Board
Now Playing

Finance Focus: Brian Sentance, Xenomorph Software
NAG Quant Day London 2008
Latest Blogs
Paul
The EU Debate and Averages
12 10 15: 1:13 PM
NNT
Quiz 7 - The problem with "drift" (The 1st who gets it wins a copy of The Black Swan )
13 03 07:12:48 PM
Collector
Unified Book Launch Oslo
05 12 14:5:19 PM
Emanuel Derman
RSS Feed to Reuters Blog
01 07 11: 4:02 PM
Satyajit Das
The Truth of the Matter
04 11 13: 4:57 AM
DCFC
deMorgans Law
22 07 09: 3:04 PM
Pablo Triana
Models On Models
21 05 11: 4:49 PM
Jan Dash
2nd Edition, Quantitative Finance and Risk Management, a Physicist's Approach
06 09 15: 1:44 AM
Dan Goldstein
Taxi Drivers Get Bigger Tips When Paid By Credit Card
10 03 10: 10:28 PM
Iris Mack
EW&F: You're a shining star, no matter who you are...
06 02 16: 3:08 PM
Cuchulainn
dd
27 04 15: 9:44 PM