Listed Volatility and Variance Derivatives

Yves Hilpisch

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Lingua: inglese

Editore: John Wiley and Sons Inc, US, 2016

1119167914 / 9781119167914

Da: Rarewaves.com UK, London, Regno UnitoRarewaves.com UK

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Venditore AbeBooks dal 11 giugno 2025

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Descrizione dell’articolo da parte del venditore

Leverage Python for expert-level volatility and variance derivative trading Listed Volatility and Variance Derivatives is a comprehensive treatment of all aspects of these increasingly popular derivatives products, and has the distinction of being both the first to cover European volatility and variance products provided by Eurex and the first to offer Python code for implementing comprehensive quantitative analyses of these financial products. For those who want to get started right away, the book is accompanied by a dedicated Web page and a Github repository that includes all the code from the book for easy replication and use, as well as a hosted version of all the code for immediate execution. Python is fast making inroads into financial modelling and derivatives analytics, and recent developments allow Python to be as fast as pure C++ or C while consisting generally of only 10% of the code lines associated with the compiled languages. This complete guide offers rare insight into the use of Python to undertake complex quantitative analyses of listed volatility and variance derivatives. Learn how to use Python for data and financial analysis, and reproduce stylised facts on volatility and variance marketsGain an understanding of the fundamental techniques of modelling volatility and variance and the model-free replication of varianceFamiliarise yourself with micro structure elements of the markets for listed volatility and variance derivativesReproduce all results and graphics with IPython/Jupyter Notebooks and Python codes that accompany the book Listed Volatility and Variance Derivatives is the complete guide to Python-based quantitative analysis of these Eurex derivatives products.…

Codice articolo LU-9781119167914

Titolo
Listed Volatility and Variance Derivatives
Autore
Yves Hilpisch
Editore
John Wiley and Sons Inc, US
Anno di pubblicazione
2016
Condizione
New
Rilegatura
Hardback
Lingua
inglese
ISBN 10
1119167914
ISBN 13
9781119167914
Peso dell'articolo
794 grammi

Rarewaves.com UK

London, Regno Unito

Venditore con 5 stelle

Venditore AbeBooks dal 11 giugno 2025

Tariffe di spedizione da Regno Unito a U.S.A.

ArticoloDa 60 a 60 giorni lavorativiDa 60 a 60 giorni lavorativi
Primo articoloEUR 76,82EUR 118,18
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