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    • Model Development & Validation
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Quantitative Analytics

Welcome > Blog > Quantitative Analytics
  • November 20, 2021
  • Abhyankar Ameya
  • Quantitative Analytics

Central Counterparties (CCPs) and Credit Risk Management – An Overview

Primer to risk in capital markets: Risk by definition is the uncertainty in any transaction. Risk may manifest itself in multiple forms including market risk,...
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  • November 18, 2021
  • Abhyankar Ameya
  • Quantitative Analytics

Parallel Computing For Finance

Technology is making inroads into every sector of the economy; the financial industry too is no stranger to technology. Financial industry has always been at...
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  • November 17, 2021
  • Abhyankar Ameya
  • Quantitative Analytics

Pricing Interest Rate Options using Python

Interest Rates are a key component in every economy. They are linked to almost every economic activity happening in the market be it lending/borrowing of...
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  • November 16, 2021
  • Abhyankar Ameya
  • Quantitative Analytics

FX Vol Surface Construction using Vanna Volga approach with Python

Options as a product type form an important segment of the derivatives asset class. Options are used extensively by market participants including banks, financial institutions,...
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  • November 15, 2021
  • Abhyankar Ameya
  • Quantitative Analytics

Credit Risk Analytics with Python – Survival Probabilities via Bootstrapping CDS spreads

Idea of credit risk is not new to us. Many times, during our everyday lives we are exposed to this risk.  Imagine back in our...
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  • November 5, 2021
  • Abhyankar Ameya
  • Quantitative Analytics

Yield Curve Analytics with Python

We come across the term benchmark yields that is quoted in every financial daily on a regular basis. What exactly does this term mean?. Benchmark...
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Recent Posts

Methodology for Credit Value Adjusted (CVA) Capital Charge calculation March 11, 2022
Capital Charge for Market related Off-Balance Sheet exposures February 4, 2022
Pricing Commodity options with Python December 22, 2021
Pricing Analytics – American Options December 11, 2021

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