Hello World!

This is my first entry. I will write in my new blog about using Python in the field of Quantitative Finance.  I want to provide some examples how Python and other open source tools like QuantLib (www.quantlib.org) can be used for pricing and/or risk calculations.

I plan to make all samples downloadable as IPython notebooks from my repository at GitHub.

One may ask why Python and not C++ or some other language? From my point of view Python is easy to learn and its comes with many useful open source libraries which allow fast prototyping like numpy, scipy and pandas. And you can make existing C/C++ libraries accessible from python (using swig or boost::python).

And for me the most important point: Its fun writing Python code.


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