Amortizing Bond Models Investigation, Part 3
Wrapping up simple revenue curves & developing heuristics.
These posts focus on math and computer science topics, especially related to finance.
Wrapping up simple revenue curves & developing heuristics.
The US dollar hit a four-year low this month following some, uh, interesting policy coming from the White House as well as comments from the president indica...
Analytic solution to an amortizing bond model.
Fixing my bond math code from the last post.
Using linear algebra for bond math.
I’m pretty sure I first got interested in linux around the same time Edward Snowden fled the US. I was 13 years old and captivated by how much one could dete...