Derivatives Analytics with Python

Yves Hilpisch

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Lingua: inglese

Editore: John Wiley and Sons Inc, US, 2015

1119037999 / 9781119037996

Da: Rarewaves USA, HEBRON, KY, U.S.A.Rarewaves USA

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Venditore AbeBooks dal 10 giugno 2025

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Descrizione dell’articolo da parte del venditore

Supercharge options analytics and hedging using the power of Python Derivatives Analytics with Python shows you how to implement market-consistent valuation and hedging approaches using advanced financial models, efficient numerical techniques, and the powerful capabilities of the Python programming language. This unique guide offers detailed explanations of all theory, methods, and processes, giving you the background and tools necessary to value stock index options from a sound foundation. You'll find and use self-contained Python scripts and modules and learn how to apply Python to advanced data and derivatives analytics as you benefit from the 5,000+ lines of code that are provided to help you reproduce the results and graphics presented. Coverage includes market data analysis, risk-neutral valuation, Monte Carlo simulation, model calibration, valuation, and dynamic hedging, with models that exhibit stochastic volatility, jump components, stochastic short rates, and more. The companion website features all code and IPython Notebooks for immediate execution and automation. Python is gaining ground in the derivatives analytics space, allowing institutions to quickly and efficiently deliver portfolio, trading, and risk management results. This book is the finance professional's guide to exploiting Python's capabilities for efficient and performing derivatives analytics. Reproduce major stylized facts of equity and options markets yourselfApply Fourier transform techniques and advanced Monte Carlo pricingCalibrate advanced option pricing models to market dataIntegrate advanced models and numeric methods to dynamically hedge options Recent developments in the Python ecosystem enable analysts to implement analytics tasks as performing as with C or C++, but using only about one-tenth of the code or even less. Derivatives Analytics with Python - Data Analysis, Models, Simulation, Calibration and Hedging shows you what you need to know to supercharge your derivatives and risk analytics efforts.…

Codice articolo LU-9781119037996

Titolo
Derivatives Analytics with Python
Autore
Yves Hilpisch
Editore
John Wiley and Sons Inc, US
Anno di pubblicazione
2015
Condizione
New
Rilegatura
Hardback
Lingua
inglese
ISBN 10
1119037999
ISBN 13
9781119037996
Peso dell'articolo
716 grammi

Rarewaves USA

HEBRON, KY, U.S.A.

Venditore con 5 stelle

Venditore AbeBooks dal 10 giugno 2025

Tariffe di spedizione nazionale per U.S.A.

ArticoloDa 8 a 11 giorni lavorativiDa 8 a 11 giorni lavorativi
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