no code implementations • 25 Oct 2021 • Andrea Maran, Andrea Pallavicini
The shape of the futures term structure is essential to commodity hedgers and speculators as futures prices serve as a forecast of future spot prices.
no code implementations • 23 Jun 2021 • Andrea Maran, Andrea Pallavicini, Stefano Scoleri
The computation of Greeks is a fundamental task for risk managing of financial instruments.
