Financial Modelling in Python

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9780470987841: Financial Modelling in Python

"Fletcher and Gardner have created a comprehensive resource that will be of interest not only to those working in the field of finance, but also to those using numerical methods in other fields such as engineering, physics, and actuarial mathematics. By showing how to combine the high-level elegance, accessibility, and flexibility of Python, with the low-level computational efficiency of C++, in the context of interesting financial modeling problems, they have provided an implementation template which will be useful to others seeking to jointly optimize the use of computational and human resources. They document all the necessary technical details required in order to make external numerical libraries available from within Python, and they contribute a useful library of their own, which will significantly reduce the start-up costs involved in building financial models. This book is a must read for all those with a need to apply numerical methods in the valuation of financial claims." - David Louton, Professor of Finance, Bryant University This book is directed at both industry practitioners and students interested in designing a pricing and risk management framework for financial derivatives using the Python programming language. It is a practical book complete with working, tested code that guides the reader through the process of building a flexible, extensible pricing framework in Python. The pricing frameworks' loosely coupled fundamental components have been designed to facilitate the quick development of new models. Concrete applications to real-world pricing problems are also provided. Topics are introduced gradually, each building on the last. They include basic mathematical algorithms, common algorithms from numerical analysis, trade, market and event data model representations, lattice and simulation based pricing, and model development. The mathematics presented is kept simple and to the point. The book also provides a host of information on practical technical topics such as C++/Python hybrid development (embedding and extending) and techniques for integrating Python based programs with Microsoft Excel.

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1.

Fletcher, S.; Gardner, C.
Editore: John Wiley and Sons Ltd, United Kingdom (2009)
ISBN 10: 0470987847 ISBN 13: 9780470987841
Nuovi Rilegato Prima edizione Quantità: 1
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(London, Regno Unito)
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Descrizione libro John Wiley and Sons Ltd, United Kingdom, 2009. Hardback. Condizione libro: New. 1. Auflage. 248 x 174 mm. Language: English . Brand New Book. Fletcher and Gardner have created a comprehensive resource that will be of interest not only to those working in the field of finance, but also to those using numerical methods in other fields such as engineering, physics, and actuarial mathematics. By showing how to combine the high-level elegance, accessibility, and flexibility of Python, with the low-level computational efficiency of C++, in the context of interesting financial modeling problems, they have provided an implementation template which will be useful to others seeking to jointly optimize the use of computational and human resources. They document all the necessary technical details required in order to make external numerical libraries available from within Python, and they contribute a useful library of their own, which will significantly reduce the start-up costs involved in building financial models. This book is a must read for all those with a need to apply numerical methods in the valuation of financial claims. - David Louton, Professor of Finance, Bryant University This book is directed at both industry practitioners and students interested in designing a pricing and risk management framework for financial derivatives using the Python programming language. It is a practical book complete with working, tested code that guides the reader through the process of building a flexible, extensible pricing framework in Python. The pricing frameworks loosely coupled fundamental components have been designed to facilitate the quick development of new models. Concrete applications to real-world pricing problems are also provided. Topics are introduced gradually, each building on the last. They include basic mathematical algorithms, common algorithms from numerical analysis, trade, market and event data model representations, lattice and simulation based pricing, and model development. The mathematics presented is kept simple and to the point. The book also provides a host of information on practical technical topics such as C++/Python hybrid development (embedding and extending) and techniques for integrating Python based programs with Microsoft Excel. Codice libro della libreria AAH9780470987841

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Fletcher, S.; Gardner, C.
Editore: John Wiley and#38; Sons (2009)
ISBN 10: 0470987847 ISBN 13: 9780470987841
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Descrizione libro John Wiley and#38; Sons, 2009. HRD. Condizione libro: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Codice libro della libreria FW-9780470987841

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Fletcher, S.; Gardner, C.
Editore: John Wiley and Sons Ltd, United Kingdom (2009)
ISBN 10: 0470987847 ISBN 13: 9780470987841
Nuovi Rilegato Prima edizione Quantità: 1
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[?]

Descrizione libro John Wiley and Sons Ltd, United Kingdom, 2009. Hardback. Condizione libro: New. 1. Auflage. 248 x 174 mm. Language: English . Brand New Book. Fletcher and Gardner have created a comprehensive resource that will be of interest not only to those working in the field of finance, but also to those using numerical methods in other fields such as engineering, physics, and actuarial mathematics. By showing how to combine the high-level elegance, accessibility, and flexibility of Python, with the low-level computational efficiency of C++, in the context of interesting financial modeling problems, they have provided an implementation template which will be useful to others seeking to jointly optimize the use of computational and human resources. They document all the necessary technical details required in order to make external numerical libraries available from within Python, and they contribute a useful library of their own, which will significantly reduce the start-up costs involved in building financial models. This book is a must read for all those with a need to apply numerical methods in the valuation of financial claims. - David Louton, Professor of Finance, Bryant University This book is directed at both industry practitioners and students interested in designing a pricing and risk management framework for financial derivatives using the Python programming language. It is a practical book complete with working, tested code that guides the reader through the process of building a flexible, extensible pricing framework in Python. The pricing frameworks loosely coupled fundamental components have been designed to facilitate the quick development of new models. Concrete applications to real-world pricing problems are also provided. Topics are introduced gradually, each building on the last. They include basic mathematical algorithms, common algorithms from numerical analysis, trade, market and event data model representations, lattice and simulation based pricing, and model development. The mathematics presented is kept simple and to the point. The book also provides a host of information on practical technical topics such as C++/Python hybrid development (embedding and extending) and techniques for integrating Python based programs with Microsoft Excel. Codice libro della libreria AAH9780470987841

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Fletcher, S.; Gardner, C.
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Descrizione libro John Wiley and#38; Sons, 2009. HRD. Condizione libro: New. New Book. Delivered from our US warehouse in 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND.Established seller since 2000. Codice libro della libreria IP-9780470987841

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Fletcher, S.; Gardner, C.
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ISBN 10: 0470987847 ISBN 13: 9780470987841
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Descrizione libro John Wiley and#38; Sons, 2009. HRD. Condizione libro: New. New Book.Shipped from US within 10 to 14 business days.THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Codice libro della libreria IP-9780470987841

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Descrizione libro John Wiley & Sons 2009-06-26, 2009. Condizione libro: New. Brand new book, sourced directly from publisher. Dispatch time is 24-48 hours from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely. Codice libro della libreria NU-ING-00169246

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Descrizione libro 2009. Hardback. Condizione libro: NEW. 9780470987841 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Codice libro della libreria HTANDREE0772525

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Descrizione libro Wiley, 2009. Hardcover. Condizione libro: New. book. Codice libro della libreria 0470987847

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Descrizione libro Wiley, 2009. Hardcover. Condizione libro: New. Codice libro della libreria INGM9780470987841

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Fletcher, S.; Gardner, C.
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Descrizione libro 2009. Hardcover. Condizione libro: New. 1st. 175mm x 254mm x 24mm. Hardcover. Fletcher and Gardner have created a comprehensive resource that will be of interest not only to those working in the field of finance, but also to those using numerical methods in other fi.Shipping may be from multiple locations in the US or from the UK, depending on stock availability. 244 pages. 0.620. Codice libro della libreria 9780470987841

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