Articoli correlati a Applied Financial Mathematics: Calibration, Simulation,...

Applied Financial Mathematics: Calibration, Simulation, and Algorithmic Execution in Python - Brossura

Van Der Post, Hayden

 
9798175378529: Applied Financial Mathematics: Calibration, Simulation, and Algorithmic Execution in Python
Brossura
ISBN 13: 9798175378529
Casa editrice: Independently published, 2026

Sinossi

Reactive Publishing

Applied Financial Mathematics: Calibration, Simulation, and Algorithmic Execution in Python bridges the gap between theoretical quantitative finance and industrial-grade software implementation. Designed for quantitative analysts, financial engineers, and risk managers, this comprehensive guide provides the mathematical foundations and practical code necessary to build, calibrate, and deploy modern financial models.

Readers will move beyond stylized academic examples to tackle real-world market complexities using Python. The book covers core quantitative disciplines—from dynamic model calibration across equity and fixed-income derivatives, to high-performance Monte Carlo simulations, to the mechanics of algorithmic execution and market microstructure.

Inside, you will discover:

  • Model Calibration: Rigorous methods for fitting volatility surfaces, yield curves, and stochastic process parameters to live market data.

  • Advanced Simulation Engine Design: Techniques for variance reduction, path-dependent option pricing, and multi-asset risk modeling using NumPy, SciPy, and vectorization.

  • Algorithmic Execution & Microstructure: Mathematical frameworks for optimal execution, market impact modeling, limit order book dynamics, and optimal liquidation strategies.

  • Production-Ready Python Code: Clean, modular, and performant code implementations designed to turn abstract stochastic calculus into reliable quantitative tools.

Whether you are transitioning into quantitative finance or scaling production execution algorithms, this book delivers the mathematical clarity and computational rigor required in contemporary algorithmic trading environments.

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Editore
Independently published
Data di pubblicazione
2026
Lingua
Inglese
ISBN 13 
9798175378529
Rilegatura
Copertina flessibile
Numero di pagine
468
Redattore
Schwartz Alice
Contatto del produttore
Printed by Amazon on behalf of the author
https://www.amazon.it/hz/contact-us

c/o Amazon Media EU S.à.r.l., 38 Avenue John F. Kennedy
Luxembourg
L-1855
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