Introduction to QuantLib. Part 4 (Updated): The analytical method to price an option

Опубликовано: 15 Июль 2026
на канале: eefelix
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This is the tutorial for the introduction to QuantLib, part 4. In this tutorial, I will show you how to use QuantLib analytical method to price a plain vanilla option

The PowerPoint in the video: https://drive.google.com/file/d/0B0wk...

Please also support the free calculator app that I wrote in the last Christmas holiday (2020). https://apps.apple.com/us/app/sfx-cal...

Currently the calculator app doesn't have any financial calculation function yet, but I'll consider to implement some financial calculation functions in the future using QuantLib.