• Derivatives Analytics with Python: Data Analysis, Models, Simulation, Calibration and Hedging
  • Derivatives Analytics with Python: Data Analysis, Models, Simulation, Calibration and Hedging
  • Derivatives Analytics with Python: Data Analysis, Models, Simulation, Calibration and Hedging
ISBN: 1119037999
EAN13: 9781119037996
Language: English
Release Date: Aug 3, 2015
Pages: 376
Dimensions: 1.02" H x 9.69" L x 6.85" W
Weight: 1.76 lbs.
Format: Hardcover
Publisher:

Derivatives Analytics with Python: Data Analysis, Models, Simulation, Calibration and Hedging

by
$49.06
List Price: $107.03
Save: $57.97 (54%)
Select Format
Select Format Format: Hardcover Select Conditions Condition: Very Good

Selected

Format: Hardcover

Condition: Very Good

$49.06
List Price: $107.03
Save: $57.97 (54%)
Quantity
Almost Gone!
Only 1 at this price.

Select Conditions
  • Very Good $49.06 Derivatives Analytics with Python: Data Analysis, Models, Simulation, Calibration and Hedging
  • New $107.03 Derivatives Analytics with Python: Data Analysis, Models, Simulation, Calibration and Hedging
Book Overview

Market-based valuation of stock index options is an essential task for every buy-side and sell-side decision maker in the derivatives analytics domain. In Derivatives Analytics with Python, you'll discover why Python has established itself in the financial industry and how to leverage this powerful programming language so you can implement market-consistent valuation and hedging approaches.

Written for Quant developers, traders, risk managers, compliance officers, and model validators, this reliable resource skillfully covers the four areas necessary to effectively value options: market-based valuation as a process; sound market model; numerical techniques; and technology. Presented in three parts, Part One looks at the risks affecting the value of equity index options and empirical facts regarding stocks and interest rates. Part Two covers arbitrage pricing theory, risk-neutral valuation in discrete time, continuous time, and introduces the two popular methods of Carr-Madan and Lewis for Fourier-based option pricing. Finally, Part Three considers the whole process of a market-based valuation effort and the Monte Carlo simulation as the method of choice for the valuation of exotic and complex index options and derivatives.

Practical and informative, with self-contained Python scripts and modules and 5,000+ lines of code provided to help you reproduce the Read More chevron_right

Frequently Asked Questions About Derivatives Analytics with Python: Data Analysis, Models, Simulation, Calibration and Hedging

Book Reviews (0)

0
  |   0  reviews
Did you read Derivatives Analytics with Python: Data Analysis, Models, Simulation, Calibration and Hedging? Please provide your feedback and rating to help other readers.
Write Review
Captcha

No customer reviews for the moment.